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.
Describe criteria for a ‘good' international monetary system.A good international monetary system have to provide (I) adequate liquidity to the world economy, (ii) s
What is Girsanov’s Theorem and Why is it Important in Finance?
Who introduced the model of discrete set of rates?
Define the term Hedging using implied volatility?
Explain the modern methodology for calculating tail risk by using Extreme Value Theory.
How does the theory of comparative advantage associate to the currency swap market?Name recognition is very important in the international bond market. Without it, even a creditworthy corporation will determine itself paying higher interest rat
Elaborate: Accounts receivable are sometimes not collected. What is the reason that companies extend trade credit when they could insist on cash for all sales?
Suppose spot Swiss franc is $0.7000 and the six-month forward rate is $0.6950. Estimate the minimum price which a six-month American call option along with a striking price of $0.6800 must sell for in a rational market? Suppose the annualized six-month Eurod
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Illustrates an example of complete market with volatility?
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