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Calculating VaR – EXCEL

00018

Calculating VaR – EXCEL 00018
The course consists of an EXCEL file that demonstrates the calculation of the Value at Risk (VaR) measure using the following approaches: a. Variance-covariance (VCV) simple moving average (SMA) approach b. Variance-covariance (VCV) exponentially weighted moving average (EWMA) approach c. Historical simulation approach
$13.99 In stock
Course Type:EXCEL download
Files Included:1 worksheet