How Value at Risk simply calculated
How Value at Risk simply calculated?
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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.
Explain actual volatility with desmond fitzgerald calls.
State the term dispersion trading?
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Who introduced the model of discrete set of rates?
Why is GARCH important?
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A bank sells a $3,000,000 FRA for a three-month period beginning three months from today and ending six months from today. The purpose of the FRA is to cover the interest rate risk caused by the maturity mismatch from having made a three-month Eurodollar loan and having accepted a six-month Eurodol
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