There are CHALLENGES in terms of the MEASUREMENT of VAR for what are known as nonlinear derivatives, where things LIKE gamma and vega are IMPORTANT dimensions of the risk.

Author - John Hull


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Posted on 01 Dec 2024, this text provides information on Dimensions related to John Hull. Please note that while accuracy is prioritized, the data presented might not be entirely correct or up-to-date. This information is offered for general knowledge and informational purposes only, and should not be considered as a substitute for professional advice.

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