Navigation :
Taylor WVaR 99 DtD
| Description |
DtD difference for Weighted Value at Risk with fixed confidence level of 99% |
| Relevant context values |
|
Difference between Taylor WVaR 99 and Taylor WVaR 99 Previous.
$$\text{Taylor WVaR 99 DtD}=\text{Taylor WVaR 99}-\text{Taylor WVaR 99 Previous}$$