- The new textbook on risk
- Calculate value at risk for Bonds
- Calculating Value at Risk (VaR) with or without VCV matrix
- Risk Models, Option pricing & Bank Regulation training – 2013 guide
- Conditional Value at Risk (CVaR)
- Incremental VaR & other VaR metrics
- Comparing Value at Risk (VaR) Models – VaR, Marginal VaR, Incremental Var & Conditional Var
- Value at Risk (VaR) for Interest Rate Swap (IRS) & Cross Currency Swap (CCS)
- Value at Risk for Swaps
- Solved Solution – Value at Risk (VaR) Margin Lending Prime Brokerage Case Study
- Value at Risk (VaR) and Margin Lending – The Prime Brokerage case study
- Calculating Value at Risk and Asset Liability Management Test bank now live on the Apple iTune store.
- Understanding ALM and Calculating Value at Risk iBooks featured on the Apple iTunes store
- Risk Assessment Analysis: Exposure and Target Accounts for Risk Hedging
- FRM Training: Risk Exposure Estimation. Transcript
- Financial Risk Management Training – Margin Shortfall, Oil Refineries & Crude Oil Hedging – Dubai Transcript
- Value at Risk EXCEL Example
- Asset Liability Management (ALM) Study Guide for Board Members – coming soon to an iPad near you.
- Calculating Value at Risk – Now available on the iPad
- Tracking Correlations: Risk, Trailing correlations, correlation coefficients and Trading decisions
- VaR Historical Simulation Approach – EXCEL
- Portfolio VaR – Variance Covariance Approach using the Short Cut technique – PROOF!!
- Portfolio VaR
- Quant Training Videos: Value at Risk, Option Pricing, Monte Carlo Simulation and N(d1)
- Finance Training Videos – The Online Quant Crash Course comes to town – Quantitative Training for the non-Quant.
- Online Quant Crash Course: Pre-course announcement
- How to conduct a Principal Component Analysis in EXCEL – Solver Setup & Results
- How to conduct a Principal Component Analysis in EXCEL – Diagonal Matrix
- How to conduct a Principal Component Analysis in EXCEL – Eigenvectors
- How to conduct a Principal Component Analysis in EXCEL – Covariance Matrix
- How to conduct a Principal Component Analysis in EXCEL – Data
- Principal Component Analysis – Overview
- Building an HJM Model in EXCEL – Determine Prices
- Corporate Finance Training Course Guide Road Map
- Building an HJM Model in EXCEL – Define calculation cells
- Building an HJM Model in EXCEL – Define input cells
- CIR Model Parameter Estimation
- Interest Rate Forecasting using CIR Model – Introduction
- Value at Risk for dummies: 9 simple rules for risk management – the Risk Metrics campaign
- Challenges with Value at Risk
- Calculating Value at Risk – Calculation reference
- Finance-Calculating Value at Risk – Caveats, qualifications, issues
- Value at Risk EXCEL Guide
- Calculating Value at Risk – Approach Specific Steps
- Calculating Value at Risk – Data & Return Series
- VaR Methods – Calculating Value at Risk
- Value at Risk Calculation – Introduction