Download - OV2 · 2021. 3. 8. · performance of the device is in accordance with INSO 17369 and ISO 9096 standards. Ix Sampling prob, IxHumidity prob, IxEarth wire, Ixlnterface cable, IxSampling

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Page 1: OV2 · 2021. 3. 8. · performance of the device is in accordance with INSO 17369 and ISO 9096 standards. Ix Sampling prob, IxHumidity prob, IxEarth wire, Ixlnterface cable, IxSampling

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NSE WORKING PAPER€¦ · Long-position: Prob(r < -VaR) = p, i.e., Prob.(r -VaR) = 1 – p (2.1) Short-position: Prob(r > VaR) = p, i.e., Prob.(r VaR) = 1 – p (2.2) where

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