I´m confused with Schwesers VaR calculation. If somebody uses Schweser as well (page 23):
why interpolation starts with 4,7 instead the point halfway between 4,7 and 4,1?
thanks for any hint!
not really. i am wondering about the starting point for the interpolation 4,7. because the revised VaR starts with the midpoint…
Modigliani - you state you’ve passed Part I. Why ask this question?