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 lessons
What's inside
- 1Value at Risk (VaR)Free
- 2Analytical Approach to Calculating VaR (Variance-Covariance Method)Free
- 3Calculating VaR Using Historical SimulationFree
- 4Monte Carlo Simulation - ExampleFree
- 5Application of VaR to Non-Market AreasFree
- 6Calculating VaR using Monte Carlo SimulationFree
- 7Three Methodologies for Calculating VaRFree