Taller 5 Var
Taller 5 Var
Taller 5 Var
ACTIVIDAD N. 5
PRESENTADO POR:
PROFESOR:
JOSE LUIS SOLANO ROMO
VaR = F * S * σ * √ t
95%
5%
$ 12,042,000 3600 3,345.00 09/06/2015 00:00:00
3
1.6449
2.61156%
$ 895,955
CYNTH
YULIANIS
VaR = F * S * σ * √ t YULIETH R
95% KEILYN R
5%
$ 124,200,000 5400 23,000.00 LIC JO
3
1.6449
RIESG
2.12248%
$ 7,510,222 ADMINIST
X
VaR = F * S * σ * √ t
95%
5%
$ 1,428,000 4200 340.00
3
1.6449
1.02417%
$ 41,667
VaR = F * S * σ * √ t
95%
5%
$ 510,400 1600 319.00
3
1.6449
0.00000%
$0
Varianza Riesgo
PFAVH EXITO PFBBVACOL COLOMBINA PFAVH EXITO
0.00068202 0.00045049 0.0001048922278 0 0.02611557 0.02122479
TALLER 5
RIESGOS FINANCIEROS
ADMINISTRACION FINANCIERA
X SEMESTRE
UNIMINUTO
2020
Riesgo
PFBBVACOL COLOMBINA
0.0102416906718 0