What is Coherent Measure
What is Coherent Measure?
Expert
Coherent measures: A popular measure which is coherent is Expected Shortfall. It is calculated from the average of all the P and Ls making up the tail percentile of interest. Assume that we are working with the 5 percent percentile, rather than quoting that number (it would be traditional VaR) instead compute the average of all the P&Ls in this 5 percent tail.
In order for a derivatives market to function two kind of economic agents are required: hedgers & speculators. Describe.Two kinds of market participants are essential for the operation of a derivatives market: speculators & hedgers.
In which measurement semi-variance mathematical definition of risk is used?
What are the ratios that a potential long-term bond investor would be most interested in?
How can we approximately calculate expected incremental cash flows for a proposed capital budgeting project?
9. Define: a) Conversion ratio b) Conversion value c) Straight bond value in relation to a convertible bond.
Explain in brief the risk aversion? If the common stockholders are risk averse, then they will mostly invest in risky companies. Explain.
Who proposed the concept of market efficiency?
What is the Capital Asset Pricing Model?
Explain in brief about financial ratio?
Compare & contrast the several types of secondary market trading structures. There are two fundamental types of secondary market trading structures: dealer & agency. In a dealer market, the dealer serves as market maker for the securit
18,76,764
1950819 Asked
3,689
Active Tutors
1452277
Questions Answered
Start Excelling in your courses, Ask an Expert and get answers for your homework and assignments!!