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.
What is excess return?
Explain different useful tools in Quantitative Finance.
Explain in brief Crash Metrics.
How are many platinum hedging types?
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What is a Utility Function?
Explain the Simulations tool in Quantitative Finance.
Explain the purpose of alpha and beta in Capital Asset Pricing Model.
Would there be positive interest rates on bonds in a world with absolutely no risk (no default risk, maturity risk, and so on)? Why would a lender demand and a borrower be willing to pay, a positive interest rate in such a no risk world?
Describe the name of volatilities.
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