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Tag Archives: Historical simulation

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

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

Calculating Value at Risk Excel

Calculating Value at Risk Excel Our second  course on Risk Management takes a deeper look at the calculation and the methods behind Value at Risk (VaR). We start with a review of calculation methods including VaR by variance-covariance, VaR by historical simulation and VaR by Monte