What is Coherent Measure
What is Coherent Measure?
Expert
Coherent measures: A popular measure which is coherent is Expected Shortfall. It is calculated from the average of all the P and Ls making up the tail percentile of interest. Assume that we are working with the 5 percent percentile, rather than quoting that number (it would be traditional VaR) instead compute the average of all the P&Ls in this 5 percent tail.
The March 2000 Mexican peso futures contract holds a price of $0.11695. You believe the march spot price will be $0.08500. In which speculative location would you enter to try to earn profit from your beliefs? Illustrates your anticipated profits letting yo
Illustrates an example of forward equation?
What is shadow Greeks?
Suppose you are the swap bank in the Eli Lilly swap. Create an example of how you might lay off the swap to an opposing counterparty.The swap bank may attempt to lay off the swap on Japanese MNC which has issued yen denominated debt to finance
Explain in brief about the time value of money?
How can you make a decision of risk aversion or a utility function measure?
Explain the work of the financial manager in a business firm.
One can state that the Bretton Woods system was programmed to an eventual demise. Remark on this proposition.The answer to this question is associated to the Triffin paradox. Under gold-exchange system, the reserve-currency country must run BOP
Elucidate the advantages and disadvantages of the aggressive working capital financing approach?
Society's interests can influence financial managers. Explain.
18,76,764
1948031 Asked
3,689
Active Tutors
1429319
Questions Answered
Start Excelling in your courses, Ask an Expert and get answers for your homework and assignments!!