Perguntas de entrevista da empresa D50 Media

Tell me the different ways that you can calculate VaR (Value at Risk). Tell me the different types of VaR that you know. Discuss the flaws of Black-Scholes. How do you calculate non-linear VaR. Tell me the different ways that you can calculate VaR (Value at Risk). Tell me the different types of VaR that you know. Discuss the flaws of Black-Scholes. How do you calculate non-linear VaR.