Calculation and discussion of the one-day 95%-Value at Risk of each stock in your portfolio using a historical simulation approach: Derivatives and Risk Management Report, NUS,, Singapore

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 A Free Quote

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

Request Answer of this Assignment

Looking for Plagiarism free Answers for your college/ university Assignments.

BUY NOW

Recent Solved Questions

Online Exam & Assignment Writing Services

60149 Orders Delivered

4.9/5
5 Star Rating

Amazing services

Online MCQ Help

Take Proctored Test

Assessment Answers

Online TOA Help

Online Exam Help

TMA Help

Reviews

My experience with Singaporeassignmenthelp.com’s assignment help was fantastic. Their exceptional team made the process seamless, and I would highly recommend their services to anyone in need.

Hannah Lee , Toa Payoh
Nanyang Polytechnic

Saturday, May 4th, 2024

Having completed my assignment, I required editing assistance to polish it further. Singapore Assignment Help offered a reliable editing service that significantly enhanced the quality of my work. I am grateful for their meticulous attention to detail.

Sophia , Bukit Merah
Singapore Polytechnic

Saturday, May 4th, 2024

You did an exceptional job editing my thesis. Your attention to detail and accuracy were commendable. I’m grateful for their thorough editing services.

Jonathan Ng , Sengkang
Singapore Institute of Technology

Saturday, May 4th, 2024

I was thoroughly impressed by the efficiency and professionalism of your coursework assistance. Their team’s expertise ensured I received the help I needed promptly. I highly recommend their services.

Sophia Tan , Ang Mo Kio
National University of Singapore

Saturday, May 4th, 2024

In need of essay assistance, I discovered Singapore Assignment Help, and this company exceeded my expectations. Their support was invaluable, and the quality of their essay writing services was outstanding.

David Lim , Bedok
Nanyang Technological University

Saturday, May 4th, 2024

Hire An Assignment Writer

Ask Your Homework Today!

We have over 1000 academic writers ready and waiting to help you achieve academic success

Get Free Prices