Calculating VaR, CVaR

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I am supposed to calculate the value at risk and expected shortfall of an asset with revenue given by a density function: $f(x)=0.5\exp{(-|x-0.05|)}$.

My workings:

If I understand it correctly, than $VaR_\alpha=F^{-1}(\alpha)$. Thus I need to compute the distribution function:

For $x_1<0.05$ $$\int^{x_1}_{-\infty}\frac12 e^xe^{-0.05}dx=\frac12e^{-0.05}e^{x_1}$$

For $x_2\geq 0.05$ $$ \frac12+\int^{x_2}_{0.05}f(x)dx=1-\int^{\infty}_{x_2}\frac12e^{-x}e^{0.05}dx= 1-\frac12e^{0.05}e^{-x_2} $$

Thus, for $y<\frac12$, $VaR_\alpha=\log{2\alpha e^{0.05}}$ and for $y\geq\frac12$, $VaR_\alpha=\log{\frac{e^{0.05}}{2(1-\alpha)}}$

Now, again, if I understand it correctly (and this time I really am not sure) $$CVaR_\alpha=\frac{1}{1-\alpha}\int^{\infty}_{VaR_\alpha} xf(x)dx$$

This is where I'd like to stop and check with Math.SE.

My questions:

  1. Is this correct, so far?
  2. Is the CVaR formula correct?
  3. Is there any good text about CVaR on the internet? I've been unable to find one that'd treat the subject more mathematically. Especially an example including a density function would be very helpful.

Thank you for help.