View source for Ex-post

Historical.


:"Historical simulation is conceptually the simplest alternative method to the delta-normal.  There is no assumption about how markets operate.  

:For any given portfolio held today, you calculate repeatedly its hypothetical value change as if it had been held for a one day period in the past, using the relevant market price changes and other market rate changes for each successive day.

:At each step, you do a full valuation and calculate the ex-post or historical value changes over one day."

:''Historical simulation method - the Treasurer's Wiki''


== See also ==
* [[Ex-ante]]
* [[Historical simulation method]]

[[Category:The_business_context]]