Historical simulation (HS VaR): Basic and age-weighted (FRM T4-2)

Описание: [here is my xls https://trtl.bz/2BmVoxW] Basic historical simulation value at risk (HS VaR) sorts the returns in the window and locates the return ranked (1-confidence)%*K+1. Age-weighted HS assigns greater weight to more recent returns.

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