Who described criteria which make a risk measure coherent
Who described the criteria which make a risk measure coherent?
Expert
Artzner et al. (1997) specify criteria which make a risk measure coherent. And Value at Risk is not coherent.
Explain the term NGARCH as of the GARCH’s family.
Describe how the special drawing rights (SDR) are constructed. Also, discuss the situation under which the SDR was build.SDR was created by the IMF in the year of 1970 as a new reserve asset, partially to alleviate the pressure on the U.S. dolla
Normal 0 false false
How can we estimate the payback period for a proposed capital budgeting project? What are the major problems of the payback method?
Describe Euro-medium-term-note market Normal 0
Why is traditional, simple VaR measurement not coherent?
Briefly explain the operating leverage effect and the reason for it to occur? What are the advantages and limitations of high operating leverage?
When can you say that the U.S. dollar and the Canadian dollar have achieved purchasing power parity?
Explain implied volatility verses strike with a graph.
When the quantitative finance is disrepute?
18,76,764
1961079 Asked
3,689
Active Tutors
1422054
Questions Answered
Start Excelling in your courses, Ask an Expert and get answers for your homework and assignments!!