Mapping a Fixed Income Portfolio to Risk Factors- This video by explains the concept of mapping fixed income portfolios to risk factors.
Why map port...
COURSE
VaR Mapping
- Bond risk can be measured by "price returns value at risk (VaR)" where the price returns VaR is link...
- A European stock option can be mapped to two positions: 1. A Long position in the asset, plus 2. a s...
- First, we used the formula for the value of a forward contract to identify the three risk factors. T...
- This video illustrates the calculation of undiversified value at risk (VaR) for a two-bond portfolio...
- In the previous video, we learned about the calculation of the [un-diversified VaR of the two-asset ...
LESSONS
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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