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Re:I've watched the economy for 30 years. Now I'm truly scared by menloparkbum on Tuesday September 30, 2008 @02:19AM (#319349)
How does this concept differ from the stochastic calculus based implementations of VaR?
Re:I've watched the economy for 30 years. Now I'm truly scared by DaniFong on Tuesday September 30, 2008 @05:20PM (#320072)
I don't know. Maybe it doesn't differ from it at all. I'm not a domain expert by any means...

Thanks for the tip.