Question: write a function for calculating VaR using Historical Simulation. of DLF (40%), NTPC (20%) And HDFC Bank (40%). Take historical data for last 500 days

write a function for calculating VaR using Historical Simulation. of DLF (40%), NTPC (20%) And HDFC Bank (40%). Take historical data for last 500 days before 1st Oct, 2019 and a 99% VaR confidence level

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer

Step: 1 Unlock blur-text-image

Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock

Step: 3 Unlock

Students Have Also Explored These Related Finance Questions!

Write a Function for calculating the Parametric VaR of DLF (40%), NTPC (20%) And HDFC Bank (40%). Take historical data for last 500 days before 1st Oct, 2019 and a 99% VaR confidence level.

BA 1605: Midterm Recap (Due: Feb. 27, 2015) Name _____________________________ 50 Student ID _____________________________ Section 01B 10:00~11:20 am Section 02B 01:00~02:20 pm [Questions 4 ~ 7] The...

Attached is the assignment requirement and 2 previous assignments as example 1- the assignment should be zero plagiarism and similarity (no copy ans paste is accepted) 2- should be completed in the...

Due Sunday, 11/20: Problems from Zimmerman text: 2-11, 2-44, Case 2-3, 7-7, and 7-20 Chapter Two The Nature of Costs Chapter Outline A. Opportunity Costs 1. Characteristics of Opportunity Costs 2....

Case Questions: Be Our Guest, Inc. 1. A. Reformat the income statement to clearly indicate EBITDA and EBIT. B. See footnote A Exhibit 3. Remove from "Other General and Administrative Expenses the...

hello, i want test Answers, please Help me.. Thank u. Student Guide BSBFIM501: Manage Budgets and Financial Plans Unit of Competency This module is comprised of the following unit of competency:...

I need your help with this: Can you please quote from the attached chapters / resource if possible? Corporations often use different costs of capital for different operating divisions. Using an...

Based on Chapter 3 "Operational Finance", describe how ratio analysis can be useful to operations management e system: Teaching Medicine, 329(14) mpetitive business CT: Greenwood 10 ad how they work....

Hi Erylee88, I would like to utilize your service again. Same format different questions. Please find attached document for your review. Let me know. Thank you, Sam...

I need help with company valuations and portfolio analysis project. FIN 640 Milestone One Guidelines and Rubric Overview: For your final project, the CEO has asked you, the new investment manager of...

The aerodynamic drag force Fd in kN on an automobile is given as Fd = 1/2000 cd A V2 [kN], Where cd is the non-dimensional drag coefficient, A is the frontal area in m2, is the density of the...

S&Co. has two departments A and B. From the following particulars prepare departmental trading account and consolidated trading account for the year ending December 31, 2017: Dept A (3) 20000 92000...

Joe and Jake go into business together and decide to form a corporation called JNJ Inc. each make an initial investment of $ 2 0 , 0 0 0 . Will you record this investment in the shareholder equity...

10) For a bond that pays cash interest (i.e., not a zero coupon bond), YTM is (a) always equal to the coupon rate (b) always equal to the current yield (c) is always less than the coupon rate (d) can...

Write formal and informal proposals.

Describe the components of a formal report.

Write formal and informal reports.