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Portfolio VaR – EXCEL


Portfolio VaR – EXCEL 00034
This course consists of an EXCEL file that demonstrates the calculation of VaR for a portfolio comprising of three commodities (WTI, Gold and Silver) and three currencies (EUR, AUD and JPY). It presents: The calculation of daily, holding period and annualized volatility for…
$24 In stock
Course Type:EXCEL download
Files Included:1 worksheet