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But I thinks variance can't negative, how do you think?

I also remembered: 1. Credit Risk Mitigant related with Hedge Fund with big transation : Netting, Collateral, Downgrade... 2 Related Option transaction, asked delta value for 1 week before end transaction : -0.5 , 0 , 0.5 , 1 ( I dont remember exactly)

Hi all, I thinks the paper was a pretty difficult... I still remember some questions beside above others include : 1. Which is the risk measure has criteria , Coherent and esay to interpret : Var/cov, Var , ES , Spectral 2. Compare 2 invesment, which is you will invest ,related with Information...

Anyway Guys, I still remembered some questions : 1) In normal distribution what is happen if number of sample is enlarged? a . mean sample will be smaller b. standard deviation will be larger c. Mean sample close to 0 d. standard deviation close to 0 2)In Geometric Brown Motion, what is the...

There were also questions : - Implied Volatility - Present Value Dividend with S = K = 650 - Smoothing lamba of EWMA equation - Role of financial institution