Free

Value at Risk

This series provides an overview of the concept of Value at Risk (VaR). It then provides an introduction to how VaR is calculated and the three key methods for calculating VaR.

Lessons

01

Value at Risk (VaR)

Start

02

Analytical Approach to Calculating VaR (Variance-Covariance Method)

Start

03

Calculating VaR Using Historical Simulation

Start

04

Monte Carlo Simulation - Example

Start

05

Calculating VaR using Monte Carlo Simulation

Start

06

Application of VaR to Non-Market Areas

Start

07

Three Methodologies for Calculating VaR

Start

Free with an account

Create a free account to access all lessons in this course.

Already have an account? Sign in

What's Included

Online Lessons

Chat with Lessons

Quizzes

Course Project

Downloadable Ebook