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Forum: Modules 6-8 02-23-2011, 10:54 AM
Replies: 57
Views: 52,134
Posted By foxpro
The hedging ratio is also a problem, hedging...

The hedging ratio is also a problem, hedging cannot benefit the firm at all as the simulation of the gold price is too high compared to the forward price...seems the firm should not do any hedging......
Forum: Modules 6-8 02-23-2011, 05:47 AM
Replies: 57
Views: 52,134
Posted By foxpro
I have problem in task 3, I find the standard...

I have problem in task 3, I find the standard deviation keep increasing when the number of assay increase...it seems wrong...
The VaR also a negative number as well for any scenarios...
After all,...
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