Value at Risk Explained in 5 Minutes
Ryan O'Connell, CFA, FRM explains Value at Risk (VaR) in 5 minutes. He explains how VaR can be calculated using mean and standard deviation. This explanation will be useful for CFA and FRM Candidates. He also explains the following three approaches to calculating Value at Risk (VaR):
0:00 VaR Definition
0:32 VaR Calculation Example
3:00 The Parametric Method (Variance Covariance Method), The Historical Method, and The Monte Carlo Method
Check out Ryan's reading list for finance professionals and investor's here:
1. Liar's Poker by Michael Lewis: https://amzn.to/3ueFii2
2. Freakonomics by Steven D Levitt: https://amzn.to/3vrPt40
3. Against the Gods: A Remarkable Story of Risk by Peter L. Bernstein: https://amzn.to/3fdWUX1
4. Market Wizards by Jack D. Schwager: https://amzn.to/3vg16v2
5. Mastery by Robert Greene: https://amzn.to/3veHDLd
Check out my website for more articles and videos related to finance and investing:
portfolioconstructs.com
For inquiries, please reach out to:
portfolioconstructs@gmail.com
*Disclosure: This is not financial advice and should not be taken as such. The information contained in this video is an opinion. Some of the information could be wrong. This YouTube Channel is owned and operated by Portfolio Constructs LLC
*As an Amazon Associate I earn from qualifying purchases.
Видео Value at Risk Explained in 5 Minutes канала Ryan O'Connell, CFA
0:00 VaR Definition
0:32 VaR Calculation Example
3:00 The Parametric Method (Variance Covariance Method), The Historical Method, and The Monte Carlo Method
Check out Ryan's reading list for finance professionals and investor's here:
1. Liar's Poker by Michael Lewis: https://amzn.to/3ueFii2
2. Freakonomics by Steven D Levitt: https://amzn.to/3vrPt40
3. Against the Gods: A Remarkable Story of Risk by Peter L. Bernstein: https://amzn.to/3fdWUX1
4. Market Wizards by Jack D. Schwager: https://amzn.to/3vg16v2
5. Mastery by Robert Greene: https://amzn.to/3veHDLd
Check out my website for more articles and videos related to finance and investing:
portfolioconstructs.com
For inquiries, please reach out to:
portfolioconstructs@gmail.com
*Disclosure: This is not financial advice and should not be taken as such. The information contained in this video is an opinion. Some of the information could be wrong. This YouTube Channel is owned and operated by Portfolio Constructs LLC
*As an Amazon Associate I earn from qualifying purchases.
Видео Value at Risk Explained in 5 Minutes канала Ryan O'Connell, CFA
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