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Value at Risk using the Monte Carlo simulation with Historical Returns approach

00102

Value at Risk using the Monte Carlo simulation with Historical Returns approach 00102
The course consists of an EXCEL file that calculates the Value at Risk metric using a variation to the original Monte Carlo simulation model for simulating a path of prices. In the original model, the prices are simulated based on the assumption that the returns follow a normal…
$69 In stock
Course Type:EXCEL download
Files Included:1 worksheet