Historical simulation

VaR Historical Simulation Approach – EXCEL

5 mins read In this post on value at risk we will start off with a data series for the USD-EUR Foreign currency exchange rate and see what a tool like Value at Risk can tell us about both the likely as well as the worst case movement for this exchange rate.

Finance Training Course – Course Outline – Risk and Derivative Pricing Crash Course

2 mins read Risk management and derivative pricing concepts are closely interlinked. As practitioners we come across a wide range of issues that sit at the intersection of both subjects. An integrated skill building exercise that is aimed at professionals who deal with pricing, valuation, risk, policy and reporting issues related to structured fixed income and foreign exchange transactions.

Silver price return distribution for risk - 8 year history

Value at Risk EXCEL Guide

2 mins read Calculating Value at Risk Excel Our second  course on Risk Management takes a deeper look at the calculation and the