Who described criteria which make a risk measure coherent
Who described the criteria which make a risk measure coherent?
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Artzner et al. (1997) specify criteria which make a risk measure coherent. And Value at Risk is not coherent.
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 how is exposed model risk of Delta hedging is reduced by static hedging.
What does a dealer do in the OTC market? Financial trades are made in an over the counter market. Explain.
You need to price an option that is paid for within instalments, and you can stop paying and lose the option. Which numerical method should you use?
Explain the cash budget and the capital budget relation to pro forma financial statements.
What are Pros and cons of different methods? Answer: Table illustrate
What is Coherent Measure?
Who introduced Long Term Capital Management Mess?
How is gamma measure the rehedged position?
Explain the uncertain volatility.
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