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.
Courses / VaR Mapping / Lesson 5 of 6
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.