Explain the term Value at Risk
Explain the term Value at Risk.
Expert
VaR calculations frequently assume that returns are normally distributed in excess of the time horizon of interest. Inputs for a VaR computation will include details of the portfolio composition, parameters and the time horizon governing the distribution of the underlying. The latter set of parameters consists of average growth rate, standard deviations or volatilities and correlations. When the time horizon is short you can avoid the growth rate, as this will only have a small consequence on the last calculation.
Explain the programme of study of Monte Carlo method.
Illustrates an example of distribution of individual numbers or random numbers.
hi the link is https://myelearning.cavehill.uwi.edu/login/index.php login: 411002468 pass- ls@2014 go into financial management 2 course, the quiz will be from week 1-5 lecture
Why do Quants like Closed-Form Solutions?
Explain the method which restores the balance of payments equilibrium whereas it is disturbed under the gold standard.Under the gold standard the adjustment mechanism is referred to as the price-specie-flow mec
What is Sub-additivity?
Explain the term Serial Autocorrelation.
Explain the three financial factors that affect the value of a business.
the division of U.S businesses into the categories on proprietorship, partnerships, and corporations is based on what?
Determine the efficiency of Numerical integration?
18,76,764
1950622 Asked
3,689
Active Tutors
1458511
Questions Answered
Start Excelling in your courses, Ask an Expert and get answers for your homework and assignments!!