Value at Rick

This topic has 3 replies, 3 voices, and was last updated 11 years ago by John Moffat.

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March 31, 2015 at 7:59 am #239611
cjulien04
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Hi,

I am really struggling with where to find the numbers on the standard distribution table.

I have attempted questions in the revision kit where the model answer uses !.65 for 95% confidence level & 2.33 for 99% confidence level.

i can not see these numbers on the distribution tables. can you please help how these are calculated
March 31, 2015 at 2:49 pm #239672
John Moffat
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Anoopej is correct (although he should not be answering in this forum because he is not the tutor 🙂 )

You can find a lecture on value at risk which answers your question in the list of free lectures for Paper P4.
April 3, 2015 at 3:29 pm #240035
Anonymous
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I am still really struggling with where to find the numbers on the standard distribution table. December 2014 exam had a 90% confidence level.

Can you please help how it is calculated
April 4, 2015 at 6:48 am #240079
John Moffat
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If you watch the lecture that I referred to in my last response, I go through how to use the normal distribution tables in detail.
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