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1)Illustrate the process of using Historical Simulation Method in computing Value at Risk (VaR) under...

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Finance

1)Illustrate the process of using Historical Simulation Method in computing Value at Risk (VaR) under 99% confidence level and over 1-day.

2) Discuss advantages and drawbacks of using Historical Simulation methodology in computing VaR.

3) Illustrate the process of using Monte Carlo Simulation Method in computing Value at Risk (VaR) under 99% confidence level and over 1-day.

4) Discuss advantages and drawbacks of using Monte Carlo Simulation in computing VaR.

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