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Bond Returns Value at Risk (VaR) as Bond Risk

Bond risk can be measured by "price returns value at risk (VaR)" where the price returns VaR is linked to yield VaR with duration.

https://www.youtube.com/watch?v=WUHC-nb-7Hg

This video is regarded by David from Bionic Turtle.

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Course: VaR Mapping
LESSONS
  • Mapping a Fixed Income Portfolio to Risk Factors
  • Bond Returns Value at Risk (VaR) as Bond Risk
  • Mapping a European Stock Option
  • VaR of Forward Foreign Currency Contract
  • Undiversified Bond Value at Risk (VaR)
  • Diversified Bond Value at Risk (VaR)

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