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Undiversified Bond Value at Risk (VaR) | Finance Train

VaR Mapping

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6 lessons0%

Mapping a Fixed Income Portfolio to Risk Factors

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)

Lesson 5 of 6

Undiversified Bond Value at Risk (VaR)

This video illustrates the calculation of undiversified value at risk (VaR) for a two-bond portfolio.

https://www.youtube.com/watch?v=SqZaAl5g\_8U

This video is developed by David from Bionic Turtle.

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VaR of Forward Foreign Currency Contract

Diversified Bond Value at Risk (VaR)

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