Logo
Home Study Material Contact Search
AI Chat FREE
  1. business
  2. finance
  3. assume the annualized volatility of spx is 16%, wh

Assume the annualized volatility of SPX is 16%, what is the daily 98% VAR of...

80.2K

Verified Solution

Question

Finance

Assume the annualized volatility of SPX is 16%, what is the daily 98% VAR of a 100 million long Gamma(no Vega)?

Answer & Explanation Solved by verified expert
Get Answers to Unlimited Questions

Join us to gain access to millions of questions and expert answers. Enjoy exclusive benefits tailored just for you!

Membership Benefits:
  • Unlimited Question Access with detailed Answers
  • Zin AI - 3 Million Words
  • 10 Dall-E 3 Images
  • 20 Plot Generations
  • Conversation with Dialogue Memory
  • No Ads, Ever!
  • Access to Our Best AI Platform: Flex AI - Your personal assistant for all your inquiries!
Become a Member

Other questions asked by students

Finance
1.2K views

Baker Industries’ net income is $24000, its interest expense is $6000, and its tax rate is...

Advance Math
1.2K views

What is the optimal number to order to maximize Joseph's expected profit and what is the...

Biology
1.2K views

Points 2 Which of the following changes is observed when sugar is heated in a...

Physics
1.2K views

d 1 1 3 A motor car is moving towards a vertical wall The driver...

Geometry
1.2K views

Consider the following exponential functions for -3 ? x ? 3:f(x)= 3xg(x)=(1/3)xa. Determine f(x) and...

Basic Math
1.2K views

1 Determine if T x y x y x y is invertable If so find...

Statistics
1.2K views

Question 6 14 3 points Which method of data collection is used if you collect...

Statistics
1.2K views

For the statement below write the claim as a mathematical statement State the null and...

Accounting
1.2K views

The following data has been provided for a companys most recent year of operations: Return...

Accounting
1.2K views

Questi Atlantis Company, on March 1, 2021 has a beginning Work in Process inventor of...

Accounting
1.2K views

X-Beams Inc. owned 70% of the voting common stock of Kent Corp. During 2013, Kent...

Finance
1.2K views

Two fixtures are being considered for a particular job in a manufacturing firm. The pertinent...