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.
Explain the stochastic volatility in an option-pricing.
Are there some legal factors that might limit a corporation in its effort to pay cash dividends to common stockholders?
How is the option hedged?
Staind, Inc., has 7 percent coupon bonds on the market that have 13 years left to maturity. The bonds make annual payments. If the YTM on these bonds is 11 percent, what is the current bond price?
Give an example of Model-independent hedging.
What are the typical types of Efficient Markets Hypothesis? Explain.
You have one hat containing normally distributed random numbers, with a mean of zero and a standard deviation of σ which is unknown. You draw N numbers φi from this hat. What is the ‘probability’ of drawing all of the numbers &ph
Why is structural approach to modelling risk of default born?
Explain different approaches to modelling in Quantitative Finance.
Explain The characteristic of perceiver and perceived
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