Calculating Value at Risk Calculating Value at Risk

Calculating Value at Risk

Instructional Guide to VaR

    • 4.0 • 2 Ratings
    • $14.99
    • $14.99

Publisher Description

This Value at Risk instructional guide provides:


a. An introduction to this risk management measurement tool


b. Step-by-step procedures for calculating VaR under various methodologies such as Variance Covariance & Historical Simulation approaches


c. A case-study demonstrating the application of VaR in a non-traditional, market risk oriented application


Also included are:


d. 5 instructor led video sessions with a total duration of 73 minutes that walk through VaR calculations in EXCEL 


e. 5 MCQ review sections to check the reader’s understanding

  • GENRE
    Business & Personal Finance
    RELEASED
    2012
    July 15
    LANGUAGE
    EN
    English
    LENGTH
    49
    Pages
    PUBLISHER
    Jawwad Ahmed Farid
    SELLER
    Jawwad Farid
    SIZE
    442.7
    MB
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