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VaR for an illustrative portfolio of Interest Rate & Cross Currency Swaps - EXCEL Example

00106

VaR for an illustrative portfolio of Interest Rate & Cross Currency Swaps - EXCEL Example 00106
This course consists of an EXCEL file which illustrates the calculation of VaR for a portfolio of interest rate and cross currency swaps using the historical simulation approach and a PDF file which explains the workings of the EXECL worksheet. The course extends from the basic…
$169 In stock
Course Type:EXCEL download
Files Included:1 worksheet