What is VAR? What is SVAR? What is delta of short put? How vol affect the market? What is importance of Risk analysis ?

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Accepted Answer

VAR stands for Value at Risk, SVAR stands for Structural Vector Autoregression, delta of short put measures sensitivity of option price to changes in underlying asset price, volatility affects market by influencing pricing and risk perception, Risk analysis is important for identifying and managing potential risks.

VAR is a statistical measure used to quantify the level of financial risk within a firm or portfolio.
SVAR is a statistical technique used to analyze the impact of structural shocks on economic variables.
Delta of short put measures the rate of change of the option price with respect to changes in the underlying asset price.
Volatility affects the market by influencing pricing of financial instruments and impacting investors' risk perception.
Risk analysis is important for identifying potential risks, assessing their impact, and implementing strategies to manage and mitigate those risks.

What is VAR? What is SVAR? What is delta of short put? How vol affect the market? What is importance of Risk analysis ?

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