Who measured risk as coherent in finance theory
Who measured risk as coherent, in finance theory?
Expert
Artzner et al., in 1997 proposed a set of properties which a measure of risk must satisfy for this to be sensible. This risk measures are termed as coherent.
Explain the experiment of Oldrich Vasicek of short-term interest rate.
Mr. James K. Silber, an avid international investor, only sold a share of Rhone-Poulenc, a French firm, for FF50. The share was bought for FF42 year ago. Now the exchange rate is FF5.80 per U.S. dollar and was FF6.65 per dollar a year ago. Mr. Silber attained
In integrated world financial market, a financial crisis in a country can be quickly transmitted to other countries, causing global crisis. What sort of measures would you suggest to stop the recurrence of Asia-type crisis? Q : Risks confronting an interest rate and Depict the risks confronting an interest rate & currency swap dealer.An interest rate & currency swap dealer confronts several distinct types of risk. Interest rate risk refers to interest rates altering unfavourably before the swap dea
Depict the risks confronting an interest rate & currency swap dealer.An interest rate & currency swap dealer confronts several distinct types of risk. Interest rate risk refers to interest rates altering unfavourably before the swap dea
In brief define each of the major types of international bond market instruments, noting their distinguishing characteristics.The major kind of international bond instruments & their distinguishing characteristics are as follows:
What are the levels of implied volatility? Answer: Implied volatility levels the playing field so you can compare and contrast option prices across strikes and expir
Society's interests can influence financial managers. Explain.
Explain the econometric models.
What are the benefits of the (just-in-time) JIT inventory control system?
What is Value at Risk?
18,76,764
1948462 Asked
3,689
Active Tutors
1434014
Questions Answered
Start Excelling in your courses, Ask an Expert and get answers for your homework and assignments!!