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Calculating Value at Risk - Online Course

00007

Calculating Value at Risk - Online Course 00007
The course begins with a quick review of the various Value at Risk (VaR) calculation methods before moving on to a step by step calculation of VaR under the Variance Covariance (VCV) & Historical Simulation approaches for a simple portfolio of securities. This is followed by a more comprehensive walkthrough of how VaR may be calculated in EXCEL using the VCV, Historical Simulation and Monte Carlo simulation approaches.
$99 In stock
Course Type:Online including video
Video Length:72 minutes
Review Questions:Included
Availability:30 days