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.
Value at Risk
7 chapters
Chapters
- 1Value at Risk (VaR)Read free
- 2Analytical Approach to Calculating VaR (Variance-Covariance Method)Read free
- 3Calculating VaR Using Historical SimulationRead free
- 4Monte Carlo Simulation - ExampleRead free
- 5Application of VaR to Non-Market AreasRead free
- 6Calculating VaR using Monte Carlo SimulationRead free
- 7Three Methodologies for Calculating VaRRead free