Riesgo portafolios
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Valoracion de Portafolios tangente Con venta en corto sin venta en corto V(0) ### V(0) ### $ Up 0.03098062 Up 0.02941224 st 0.1037374 st 0.09807625 V(1) ### V(1) ### E(V(1)) ### E(V(1)) ### st(V(1)) 1,163,570 st(V(1)) 1,035,006 q0,1 90,306,187 q0,1 90,821,192 $ Perdida 1 mes 9,693,813 Perdida 1 me 9,178,808 $ Z(0,1) -1.28155156554 Z(0,1)
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Transcript of Riesgo portafolios
Valoracion de Portafolios tangenteCon venta en corto sin venta en corto
V(0) 100,000,000.00 V(0) 100,000,000.00 $Up 0.03098062 Up 0.02941224st 0.1037374 st 0.09807625V(1) 103,146,551.39 V(1) 102,984,905.20 E(V(1)) 103,703,050.36 E(V(1)) 103,481,401.55 st(V(1)) 1,163,570 st(V(1)) 1,035,006 q0,1 90,306,187 q0,1 90,821,192 $Perdida 1 mes 9,693,813 Perdida 1 mes 9,178,808 $Z(0,1) -1.281551565545 Z(0,1)
