Calculating Value at Risk
Instructional Guide to VaR
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- $14.99
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- $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