FRM: Three approaches to value at risk (VaR)

This is a brief introduction to the three basic approaches to value at risk (VaR): Historical simulation, Monte Carlo simulation, Parametric VaR (e.g., delta normal). For more financial risk videos, visit our website at http://www.bionicturtle.com!

Видео FRM: Three approaches to value at risk (VaR) автора Excel для финансового планирования