| University | National University of Singapore (NUS) |
| Subject | Derivatives and Risk Management |
- Calculation and discussion of the one-day 95%-Value at Risk of each stock in your portfolio using a historical simulation approach. That means, if you have four stocks in total, you need VaR for each.
- Calculation and discussion of the five-day 99%-Value at Risk of your portfolio using a model- a building approach. Show key steps of workings.
- Calculation and discussion of the five-day 99%-Value at Risk of your portfolio using a historical simulation approach.
- Discuss the performance of VaR in (b) and (c), by comparing your calculated VaR results and the portfolios’ actual five-day returns.
- Calculation and discussion of the 95%-Expected Shortfall (CVaR) of your portfolio using a historical simulation approach.
Stuck with a lot of homework assignments and feeling stressed ? Take professional academic assistance & Get 100% Plagiarism free papers
Get Help By Expert
Looking for reliable and top-notch assignment help Singapore? Look no further than our professional and experienced team of academic experts. We offer personalized and customized assignment help services to help you achieve academic success and excel in your studies. Whether you need help with essay writing, coursework, or research papers, our team of experts can provide you with the assistance you need to succeed. So why wait? Contact us today and take the first step towards achieving your academic goals!
Answer
Looking for Plagiarism free Answers for your college/ university Assignments.
Recent Solved Questions
- TZU CHI SCHOOL Term 3 Argumentative Essay Assessment 2024-25 : Historical Accuracy of ‘The Boy in the Striped Pajamas’
- PSB6012CL Course Work :Business Research Methods Key Approaches and Applications
- Article : Cell Biology and Molecular Regulation Rb–E2F Activity and Proliferation Commitment
- Workplace Law Assignment: Employment Status and Contractual Obligations
- Management Foundation Studies Individual Assignment 2 SIM Global Education : Principles of Accounting and Business Finance
- HRM335 Tutor-Marked Assignment (TMA01) January 2025 SUSS : Leadership Development
- INDIVIDUAL RESEARCH PROJECT: MERGERS AND THEIR IMPACT
- PSS388 End of Course Assessment January Semester 2025 SUSS : Integrated Public Safety And Security Management
- PSY205 Tutor-Marked Assignment 02 SUSS January 2025 : Social Psychology
- Math255 S1 Assignment-2025 SUSS : Mathematics for Computing