| 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
- BC2402 Designing and Developing Databases – Week 9 Class Exercises
- Principles of Accounting Assessment 1: Financial and Management Accounting Applications, Trial Balance, Journal Entries, and Financial Statements Preparation
- SOC307 Classical Social Thought Tutor-Marked Assignment 02
- 7WBS2007-0901-2025 Human Resource Management Assignment 1 Brief 2025
- MKTG1270 Product Innovation Management Authentic Case Assessment 3 – Semester 2, 2025
- BSE315 Recreational Sport Programme Management End-of-Course Assessment – July Semester 2025
- CVE2151 Transportation Engineering Assignment – Highway and Traffic Engineering
- Law of property Assignment Part 1 Short Questions
- BPM113 Construction Technology Tutor-Marked Assignment Two July 2025 Presentation
- BC2406 Analytics I: Visual and Predictive Techniques AY2025 Computer Based Assessment (CBA)