Co znaczy VARIANCE/COVARIANCE APPROACH:
Method of calculating the value at risk in which changes in the risk factor are assumed to have a normal distribution, and the value at risk is calculated using volatilities and correlations.
SAP przykład użycia VARIANCECOVARIANCE-APPROACH pomoc. Jak działa variancecovariance-approach kod programu ABAP. Wykorzystanie kodu Variancecovariance-Approach w programie funtion module SE37. Obsługa funkcji variancecovariance-approach w klasie.
Słownik i definicje SAPa na V.
