Store

Browse Our Courses

Calculating Value at Risk (includes case studies)

00017

Calculating Value at Risk (includes case studies) 00017
The course begins with an overview of the various Value at Risk (VaR) calculation methods. A step by step guide to calculate VaR under the Variance Covariance (VCV) & Historical Simulation approaches for a simple portfolio of securities in presented. The limitations and related caveats pertaining to the use of this risk metric are then discussed.
$34.99 In stock
Course Type:PDF download
Files Included:1 PDF
No. of pages:72