What is Value at Risk
What is Value at Risk?
Expert
It’s called VaR for short; Value at Risk is a measure of the amount which could be lost from a portfolio, position, bank and desk.
What is complete market and incomplete market in term of probabilistic?
An optimal capital structure exists, explain the reasons. Why very small amount of debt is as undesirable as is very big amount debt?
Why cash flows and accounting profits are not considered the same thing.
Should you place all your money in a stock which has low risk but also low expected return, or one along with high expected return but that is far riskier or maybe divide your money among the two?
What are distinction variables and parameters of Vega Hedging?
What is Arbitrage Pricing Theory?
What are Finite-difference methods?
Explain the difference between simple and complicated formula of value at risk.
What is implied volatility? Answer: Implied volatility is number into the Black–Scholes formula which makes a theoretical price equal a market price.
A bank sells a $3,000,000 FRA for a three-month period beginning three months from today and ending six months from today. The purpose of the FRA is to cover the interest rate risk caused by the maturity mismatch from having made a three-month Eurodollar loan and having accepted a six-month Eurodol
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