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.
In brief discuss the cause & the solution(s) to the international bank crisis involving less developed countries.The international debt crisis started on August 20, 1982 while Mexico asked more than 100 U.S. and foreign banks to forgive its
What is a Utility Function?
What is rehedging the portfolio?
Explain the main motive behind the experience approach to forecasting?
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Give an example of closed form solution?
factors of the growth of the margin market in recent years
One can state that the Bretton Woods system was programmed to an eventual demise. Remark on this proposition.The answer to this question is associated to the Triffin paradox. Under gold-exchange system, the reserve-currency country must run BOP
Explain the term implied volatility in Black–Scholes option-pricing equation.
Explain when the dividends should be similar to discounted.
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