Statistical Foundations of VaR
8 chapters
Chapters
- 1Understanding Normal DistributionRead free
- 2Statistical Foundations: Mean and Standard DeviationRead free
- 3Statistical Foundations: Understanding CorrelationsRead free
- 4Statistical Foundations: Predicting VolatilityRead free
- 5Parametric VaR EstimationRead free
- 6Risk of a Single Cash PositionRead free
- 7Risk of Two Cash PositionsRead free
- 8Time Scaling of VolatilityRead free