CBC Article of Armstrong and Brigo Paper
Description
1. Analyze the article in a critical way
2. Explain the concept of value at risk and expected shorfall
3. What are the requirement of Basel 3 and how they differ from Basel 2.
4. How did the authors derive the relationship between VaR and ES on one hand and the utility function from the other hand
Have a similar assignment? "Place an order for your assignment and have exceptional work written by our team of experts, guaranteeing you A results."
