Conservative estimate of whole risk, coherent measurement
How we get conservative estimate of the whole risk with a coherent measure of risk?
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With a coherent measure of risk, particularly due to its sub-additivity, one can simply add together risks of individual portfolios to find a conservative estimate of the whole risk.
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Explain the term EGARCH as of the GARCH’s family.
Suppose spot Swiss franc is $0.7000 and the six-month forward rate is $0.6950. Estimate the minimum price which a six-month American put option along with a striking price of $0.6800 must sell for in a rational market? Suppose the annualized six-month Eurodo
Janice Colangelo heads the Training Centre of the large HR Consulting firm EMT Consulting. The firm has three major departments: Recruitment, Training and Career Services. The Training Centre provides management training for employees of various businesses. Recruitment provides recruitment service
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When we can use Finite difference numerical method?
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