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Fundamentals of Corporate Finance, 4/c/e
Fundamentals of Corporate Finance, 4/e
Stephen A. Ross, Massachusetts Institute of Technology
Randolph W. Westerfield, University of Southern California
Bradford D. Jordan, University of Kentucky
Gordon S. Roberts, York University
Risk Management: An Introduction to Financial Engineering

Internet Application Questions



1

Value at Risk is a powerful tool to analyze the risk of a portfolio. VaR attempts to estimate the dollar loss on a portfolio based on small probabilities. The following link explains all about VaR.
http://www.gloriamundi.org/var/varintro.htm
Assuming that returns on a portfolio are normally distributed, reconcile the VaR measure to more traditional measures of risk such as the standard deviation of returns.
 
2

The International Association of Financial Engineers honours a professional in the field of financial valuation and risk management every year. Find out who the recipient was this year, and explain this individual's contribution.
 




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