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The basic approach to VaR is delta normal: a scaled standard deviation
Uploaded: November 30, 1999 at 12:00 am
Author: bionicturtledotcom
Length: 09:48
Rating: 4.861111
Views: 73101
Tags: Finance Excel Quantitative Quant
This is a brief introduction to the three basic approaches to value at risk (VaR): Historical simulation, Monte Carlo simulation, Parametric VaR (eg, delta normal)...
Uploaded: November 30, 1999 at 12:00 am
Author: bionicturtledotcom
Length: 05:55
Rating: 4.8958335
Views: 42062
Tags: finance risk var
Here is a quick explanation of parametric value at risk (VaR) as a means to illustrating its strengths/weaknesses. Please note: The essence of parametric VaR...
Uploaded: November 30, 1999 at 12:00 am
Author: bionicturtledotcom
Length: 08:43
Rating: 4.814815
Views: 18535
Tags: Finance risk value at statistical distribution
An example to illustrate the calculation of Value at Risk
Uploaded: November 30, 1999 at 12:00 am
Author: westofvideo
Length: 07:54
Rating: 4.902439
Views: 18624
Tags: risk probability finance Finite_math
This is an illustration of historical simulation using a single-asset (versus a portfolio). The asset is Google's stock; I pulled daily (periodic) returns for the...
Uploaded: November 30, 1999 at 12:00 am
Author: bionicturtledotcom
Length: 09:11
Rating: 4.7555556
Views: 27096
Tags: Finance risk value at statistical distribution
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Uploaded: November 30, 1999 at 12:00 am
Author: erdalderkiller06
Length: 04:43
Rating: 4.7530203
Views: 1604827
Tags: ebru yasar
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