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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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Mapping a Fixed Income Portfolio to Risk Factors

Mapping a European Stock Option

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6 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)

Topics

Risk Management