How Value at Risk simply calculated
How Value at Risk simply calculated?
Expert
With the assumption of normality, value at risk is calculated by a simple formula when you have a simple portfolio or by simulations when you have a more complicated portfolio.
Define the term pricing derivatives in Monte Carlo simulations.
Explain the term CGARCH as of the GARCH’s family.
Explain the factors that responsible for the recent surge in international portfolio investment (IPI)?The recent surge in international portfolio investments reflects globalization of financial markets. In particular, several countries have dere
Explain different approaches to modelling in Quantitative Finance.
Describe criteria for a ‘good' international monetary system.A good international monetary system have to provide (I) adequate liquidity to the world economy, (ii) s
The discussion of zero-coupon bonds in the text gave an instance of two zero-coupon bonds issued through Commerzbank. The DM300, 000,000 issues due in the year of 1995 sold at 50 percent of face value and the DM300, 000,000 due in the year of 2000 sold a
What are the real differences between the partial differential equations?
how does adquate liquidity ensures a good international monetary sustem
Explain the term Modigliani–Modigliani measure.
If we can’t measure calibration parameter how can we choose on its value?
18,76,764
1930781 Asked
3,689
Active Tutors
1441460
Questions Answered
Start Excelling in your courses, Ask an Expert and get answers for your homework and assignments!!