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.
What is shadow Greeks?
How many forms are in Margin Hedging contained?
What is Vega?
In order for a derivatives market to function two kind of economic agents are required: hedgers & speculators. Describe.Two kinds of market participants are essential for the operation of a derivatives market: speculators & hedgers.
Explain valid criticisms of Value at Risk.
How is Crash Metrics deal?
What are the actions to be taken when the analysis of pro forma financial statements shows positive trends or Negative trends?
Explain the term Boundary/final conditions in finite-difference methods.
Describe the basic operation of a currency forward market The forward market is an OTC market in which the forward contract for purchase or sale of foreign currency is tailor-made among the client and its international bank. No money changes ha
Explain econometric models.
18,76,764
1958818 Asked
3,689
Active Tutors
1429590
Questions Answered
Start Excelling in your courses, Ask an Expert and get answers for your homework and assignments!!