Bond Returns Value at Risk (VaR) as Bond Risk FRM Exam, Risk ManagementThis lesson is part 2 of 6 in the course VaR MappingBond risk can be measured by “price returns value at risk (VaR)” where the price returns VaR is linked to yield VaR with duration. This video is regarded by David from Bionic Turtle. Previous Lesson‹ Mapping a Fixed Income Portfolio to Risk Factors Next LessonMapping a European Stock Option ›
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