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.
the criteria for a good international financial or monetary system
Explain an example of finite-difference method.
Explain valid criticisms of Value at Risk.
Explain distribution of quants’ salaries with a survey on a company.
Explain the difference between mortgage bond and a debenture?
What is Vanna in option value?
In financial theory how financial data satisfied?
What are distinction variables and parameters of Vega Hedging?
How is Sharpe ratio slope of the risk-free investment?
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