7. Value At Risk (VAR) Models
MIT 18.S096 Topics in Mathematics with Applications in Finance, Fall 2013
View the complete course: http://ocw.mit.edu/18-S096F13
Instructor: Kenneth Abbott
This is an applications lecture on Value At Risk (VAR) models, and how financial institutions manage market risk.
License: Creative Commons BY-NC-SA
More information at http://ocw.mit.edu/terms
More courses at http://ocw.mit.edu
Видео 7. Value At Risk (VAR) Models канала MIT OpenCourseWare
View the complete course: http://ocw.mit.edu/18-S096F13
Instructor: Kenneth Abbott
This is an applications lecture on Value At Risk (VAR) models, and how financial institutions manage market risk.
License: Creative Commons BY-NC-SA
More information at http://ocw.mit.edu/terms
More courses at http://ocw.mit.edu
Видео 7. Value At Risk (VAR) Models канала MIT OpenCourseWare
Показать
Комментарии отсутствуют
Информация о видео
Другие видео канала
Calculating VAR and CVAR in Excel in Under 9 Minutes
1. Introduction, Financial Terms and Concepts
6. Monte Carlo Simulation
20. Option Price and Probability Duality
Understanding Basic concept of Value at Risk (VaR) - Simplified
Value-at-risk (VaR) - variance-covariance and historical simulation methods (Excel) (SUB)
A Glimpse Into A Harvard Business School Case Study Class
What is value at risk (VaR)? FRM T1-02
Value at Risk or VaR, a tool to master market risk, explained in clear terms with Excel model.
8. Time Series Analysis I
Warp Drive and Aliens: Bryan Gaensler Public Lecture
RISK ANALYST Interview Questions and ANSWERS!
Paul Wilmott on Quantitative Finance, Chapter 19, Value at Risk (VaR)
2015 - FRM : VAR Methods Part I (of 2)
13. Commodity Models
Calculus 1 Lecture 1.1: An Introduction to Limits
9. Volatility Modeling
16. Portfolio Management
Three approaches to value at risk (VaR) and volatility (FRM T4-1)