Which of the following statements are true in relation to Monte Carlo based VaR calculations:
A、MonteCarloVaRreliesuponafullrevalutionoftheportfolioforeachsimulation
B、MonteCarloVaRreliesuponthedeltaordelta-gammaapproximationforvaluation
C、MonteCarloVaRcancaptureawiderangeofdistributionalassumptionsforassetreturns
D、MonteCarloVaRislesscomputeintensivethanHistoricalVaR
发布时间：2025-12-16 23:54:44
