Barra VaR
1. A general approach to calculating VaR without volatilities and correlations.pdf
2. Approximating VaR with Multidimensional Interpolation.pdf
1. A general approach to calculating VaR without volatilities and correlations.pdf
2. Approximating VaR with Multidimensional Interpolation.pdf
1. A general approach to calculating VaR without volatilities and correlations.pdf
2. Approximating VaR with Multidimensional Interpolation.pdf