User Account

All Pages

What is the standard error of the var estimate

Assignment Help Finance Basics
Reference no: EM132758903

Suppose we estimate the one-day 95% VaR from 1,000 observations (in millions of dollars) as 5. By fitting a standard distribution to the observations, the probability density function of the loss distribution at the 95% point is estimated to be 0.01. What is the standard error of the VaR estimate?

Reference no: EM132758903

Questions Cloud

Combination of concrete details : What you intend to prove. If you do not know what a thesis is, please consult the OWL, your instructor, or another outside source on writing essays.
Prepare an incremental analysis : Notson, Inc. produces several models of clocks. An outside supplier has offered to produce the commercial clocks for Notson for $420 each. Notson needs 1,200.
Find the enterprise value of kellogg at the end : Find the enterprise value (in millions of dollars) of Kellogg at the end of FY 2019. Assume that your boss has told you to use $25,000 for your terminal value
What is the variable cost per hamburger : In a slow year, Deutsche Burgers will produce 2.8 million hamburgers at a total cost of $4 million. In a good year, it can produce 5 million hamburgers.
What is the standard error of the var estimate : Probability density function of the loss distribution at the 95% point is estimated to be 0.01. What is the standard error of the VaR estimate?
Why risk management might increase the value of the firm : Based on the company of Amazon selected to study for this unit, list and describe three reasons why risk management might increase the value of the firm.
Determine the predetermined operating room overhead rate : Determine the predetermined operating room overhead rate for the year. Poehling Medical Center has a single operating room that is used by local physicians
Sensitivity of the portfolio to a one-basis-point : What is the sensitivity of the portfolio to a one-basis-point increase in each vertex of the term structure?
Find the sum of the debits to the manufacturing overhead : If the sum of the debits to the Manufacturing Overhead account total $28,000 for the month, and if the sum of the credits totaled $25,000, then

Reviews

Write a Review

Finance Basics Questions & Answers

  Financial reporting and analysis

Finance is about Gunns Ltd, a company in dealing with forestry products in Australia. The company has also been listed in Australian Stock Exchange. As many companies producing forestry products, even Gunns Ltd is facing various problems. Due to the ..

  A report on financial accounting

This report is specific for a core understanding for Financial Accounting and its relevant factors.

  Describe the types of financial ratios

Describe the types of financial ratios and other financial performance measures that are used during venture's successful life cycle.

  Differences between sole proprietorship and corporation

Briefly describe the major differences between a sole proprietorship and a corporation

  Prepare a cash budget statement

Calculate the expected value of the apartment in 20 years' time. What is the mortgage loan repayment at the beginning of each month

  What are the implied interest rates

What are the implied interest rates in Europe and the U.S.?

  State pricing theory and no-arbitrage pricing theory

State pricing theory and no-arbitrage pricing theory

  Small business administration

Identify the likely stage for each venture and describe the type of financing each venture is likely to be seeking and identify potential sources for that financing.

  Effect of financial leverage

The Effect of Financial Leverage and working capital management

  Evaluate the basis for the payment to the lender

Evaluate the basis for the payment to the lender and basis for the payment to the company-counterparty.

  Importance of opps, ipps, mpfs and dmepos

Research and discuss the differences and importance of : OPPS, IPPS, MPFS and DMEPOS.

  Time value of money

Time Value of Money project

Free Assignment Quote

Assured A++ Grade

Get guaranteed satisfaction & time on delivery in every assignment order you paid with us! We ensure premium quality solution document along with free turntin report!

Submit Assignment

Academics

Major Subjects

Majors

Get In Touch

whatsapp: +1-415-670-9521

Phone: +1-415-670-9521

Email: [email protected]

TERMS & POLICIES

HELP & SUPPORT

All rights reserved! Copyrights ©2019-2020 ExpertsMind IT Educational Pvt Ltd