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    Risk measures for small investor

    Suggest which of the risk measures (Variance, VaR and CVaR) is best from a small investor risk management perspective, using illustrative examples or empirical evidence as appropriate.
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    Hello. Hope you and your family stay healthy. Kindly provide me answer posted below Assume that...

    Hello. Hope you and your family stay healthy. Kindly provide me answer posted below Assume that a 2 year corporate bond pays a coupon of 6 % per annum semi annually and has a yield of 8%. The yield for all maturities on risk free bonds is 4% per annum (expressed with continuous compounding)...
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    unconditional default probabilities

    Assume that a 2 year corporate bond pays a coupon of 6 % per annum semi annually and has a yield of 8%. The yield for all maturities on risk free bonds is 4% per annum (expressed with continuous compounding). Assume that defaults can take place every year (immediately before coupon payment) and...
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