Blog Posting: October 26, 2006
The Trend is Your Friend: Value-at-Risk and
Amaranth
The Amaranth debacle has reignited a debate
about value-at-risk. Here is what you need
to know.
- Ten-day 99% VaR has worked fine. B. Myerson 28 Oct 2006
- Re: Ten-day 99% VaR has worked fine. Mark Taranto 30 Oct 2006
- Re: Ten-day 99% VaR has worked fine. Horseless 30 Oct 2006
- Re: Ten-day 99% VaR has worked fine. Glyn Holton 01 Nov 2006
- Re: Ten-day 99% VaR has worked fine. Glyn Holton 01 Nov 2006
- Re: Ten-day 99% VaR has worked fine. Myerson 01 Nov 2006
- Re: Ten-day 99% VaR has worked fine. Krassimir 02 Nov 2006
- Re: Ten-day 99% VaR has worked fine. Glyn Holton 08 Nov 2006
- What about 30-day 99% VaR... Andreas Steiner 09 Nov 2006
- Re: What about 30-day 99% VaR... Glyn Holton 10 Nov 2006
- Re: What about 30-day 99% VaR... Andreas Steiner 13 Nov 2006
- Re: What about 30-day 99% VaR... Glyn Holton 14 Nov 2006
- Defining Liquidity Risk ... Glyn Holton 20 Nov 2006
- Re: Defining Liquidity Risk ... Andrewas Steiner 23 Nov 2006
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