Introduction empirical study for dataset

Assignment Help Finance Basics
Reference no: EM133069893

Introduction empirical study for given dataset "TCS"

1. Download daily data of assigned stock from Jan 01, 2020, to December 31, 2020 from NSE Website.

2. For given data calculate VaR@99% as per Historical Simulation and BRW method. Compare the results of both methods and state your findings.

3. Clearly state assumptions (if any) for calculation

Submission Components

Submit two components:

1. The report must include the following information:

I. Introduction

II. Research design

III. Findings

IV. Conclusion

V. References

2. An excel file containing stock data and VaR calculation.

The excel file is supposed to supplement the analysis and recommendations made by you in the report.

Reference no: EM133069893

Questions Cloud

Find maximum price you would pay for bond : Creative Financing is planning to offer a R1,000 par value 15-year maturity bond with coupon interest rate that changes every 5 years. The coupon rate for the f
What are the cash flows associated with this bond : A 2-year corporate bond offers a 5% semiannual coupon payment. What are the cash flows associated with this bond
What was the after-tax cost to shareholders : The firm's income tax rate is 36 percent. What was the after-tax cost to shareholders of remunerating this employee with options
Discussion about the concept of interest : Getting over with the discussion about the concept of interest, and your mother invested ?18 000 in government securities that yield 6% annually for three years
Introduction empirical study for dataset : 1. Download daily data of assigned stock from Jan 01, 2020, to December 31, 2020 from NSE Website.
What is the total payments for merchandise purchases : Additional information is as follows: Deposits in transit P192,330 and Service charges for December 1,000. What is the total payments for merchandise purchases
How much coverage will she receive from cdic : Susanna holds a $100,000 3-year GIC at ABC Bank; a 1-year $100,000 GIC at XYX Bank; and a $50,000 mutual fund portfolio at DEF Bank. How much coverage will she
What is the value of the gain or loss : Your London-based firm expects to receive ¥50,754,000 in 6 months from a Japanese corporate customer. To hedge the exchange rate risk, your firm enters into a f
What is the trader net profit : The option premium is $1.47. At the end of one year, the price of GE stock is $25.46. What is the trader's net profit (gain or loss)

Reviews

Write a Review

Finance Basics Questions & Answers

  How many payments will he need to make to pay off the loan

how many payments will he need to make to pay off the loan and how do I evaluate this when my answers are in quarters?

  Why is inventory management vital to the financial health

As her assistant, you have been asked to help her by answering the following questions: Why is inventory management vital to the financial health of most firms

  Mortgage rates and long-term government security rates

What is the general relationship between mortgage rates and long-term government security rates?

  Compare and analyse the quality of auditor independence

ACF5510 Integrated Accounting - prepare for an important upcoming Board meeting, the CFO has come to seek your advice. The CFO has asked you to prepare two separate emails to him that answer the following questions.

  Present value of actual stream of additional revenue

Discounted at (10) ten percent compounded interest per year, what is the present value of this actual stream of additional revenue?

  Total cash flow of the project if the equipment can be sold

ABC, Inc is planning the purchase of a new equipment which will cost $24,216. The project is expected to last for 6 years.

  What was the cash flow to stockholders for the year

The 2010 balance sheet showed $775,000 and $6.9 million in the same two accounts, respectively. If the company paid out $400,000 in cash dividends during 2010, what was the cash flow to stockholders for the year?

  Problem regarding the cost of debt

Sincere Stationery Corporation needs to raise $451,000 to improve its manufacturing plant. It has decided to issue a $1,000 par value bond with an annual coupon rate of 10.1 percent with interest paid semiannually and a 15-year maturity. Investors..

  Calculate the return if the bank compounds annually

Assume you deposit $2,000 for 5 years at a rate of 8 percent. Calculate the return (A) if the bank compounds annually (n=1) Round answer to the hundreths place.

  What is the most you can lose on position

You establish a straddle on Walmart using September call and put options with a strike price of $94. The call premium is $7.70 and the put premium is $8.45.

  Compute interest rate risk of lower-coupon bonds

Interest Rate Risk. Bond J has a coupon rate of 4 percent. Bond S has a coupon rate of 14 percent. Both bonds have 13 years to maturity.

  State the number of shares you will be allotted

If you have set aside RM5,000,000 to subscribe the shares in Astro as a retail investor and assuming the Final Retail Price is RM3.00, state the number of shares you will be allotted and the percentage of your shareholdings in the company.

Free Assignment Quote

Assured A++ Grade

Get guaranteed satisfaction & time on delivery in every assignment order you paid with us! We ensure premium quality solution document along with free turntin report!

All rights reserved! Copyrights ©2019-2020 ExpertsMind IT Educational Pvt Ltd