Who described criteria which make a risk measure coherent
Who described the criteria which make a risk measure coherent?
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Artzner et al. (1997) specify criteria which make a risk measure coherent. And Value at Risk is not coherent.
Give an example of Model-independent hedging.
While you have some random numbers for adding, get normal them then multiply them, is it important in finance?
Illustrates an example of Frechet distribution?
What is Rho for the foreign exchange option value?
Explain the procedure of bringing a new international bond issue to market.A borrower desiring to increase funds through issuing Eurobonds to the investing public will contact an investment banker and ask it to serve as lead manager of an underw
What factors does Standard and Poor’s analyze in finding out the credit rating it assigns a sovereign government?In rating a sovereign government, S&P’s analysis centers on an assessment of the degree of political risk and econom
Explain Girsanov’s Theorem in briefly.
how does adquate liquidity ensures a good international monetary sustem
Determine the efficiency of Monte Carlo method.
How can we approximately calculate expected incremental cash flows for a proposed capital budgeting project?
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