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.
How is hedging requirement decreased by a gamma-neutral strategy?
How will Marking to market put some rationality back in trading?
Like an investor, what factors would you regard as before investing in the emerging stock market of a developing country? In emerging market stocks an investor needs to be concerned with the depth of the market and
How is quantity of model risk dependency on vega hedge?
Assume you are a euro-based investor who just sold Microsoft shares which you had bought six months ago. You had invested 10,000 euros to purchase Microsoft shares for $120 per share; the exchange rate was $1.15 per euro. You sold the stock for $135 per share
Describe importance of study international financial management?Now we are living in a world where all the major economic functions, that means consumption, production, and investment, are highly globalized. Thus it is essential for financ
How could MBAs cope?
Why is actual volatility not easy to measure?
Why might it be easier for an investor wishing to diversify his portfolio internationally to purchase depository receipts instead of the actual shares of the company?A depository receipt can be purchased on the investor's domestic exchange. It
What is the Volatility Smile?
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