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.
Why is dispersion trading become successful?
How is risk and return related to the market as a whole? Give an example.
Depict the risks confronting an interest rate & currency swap dealer.An interest rate & currency swap dealer confronts several distinct types of risk. Interest rate risk refers to interest rates altering unfavourably before the swap dea
Define the term Hedging using implied volatility?
Explain Adaptive Market Hypothesis of Andrew Lo.
What are uses of Poisson Process in Finance?
Explain the work of the financial manager in a business firm.
Explain probabilities and statistics for quantifying risk in finance.
Illustrates an example of Modern Portfolio Theory framework?
Why is GARCH important?
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