I have encountered some previous years questions with VaR. They require the data from normal distribution tables, but I suppose we do not have this table on the exam. Does it mean that we need to remember Z-values for the most popular confidence levels ?
But the normal distribution tables are always given in the exam (along with the formula sheet and the present value tables) !!!! 🙂 Look at some past papers on the ACCA website and you will see that the tables are given in the exam paper.
Author
Posts
Viewing 2 posts - 1 through 2 (of 2 total)
The topic ‘Value At risk – Normal Distribution’ is closed to new replies.