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 the method which restores the balance of payments equilibrium whereas it is disturbed under the gold standard.Under the gold standard the adjustment mechanism is referred to as the price-specie-flow mec
Assume Morgan Guaranty, Ltd. is quoting swap rates as follows: 7.75 - 8.10 percent annually against six-month dollar LIBOR for dollars and 11.25 - 11.65 percent annually against six-month dollar LIBOR for British pound sterling. At what rates will Morgan Gua
What is Volatility? Answer: It is annualized standard returns’ deviation.
What is Crash Metrics?
Why Does Risk-Neutral Valuation Work?
Explain Treasury bill and risk involved with it.
Explain decision features in Monte Carlo method.
What is intensity?
Explain the term: compensating balances and why do banks require compensating balances from some customers? When can a bank impose compensating balances?
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