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Monte Carlo Value At Risk Introduction
Author(s):
Tim Xiao
(see profile)
Date:
2020
Group(s):
Business Management
Subject(s):
Economics
Item Type:
Presentation
Tag(s):
Value at Risk
,
VaR
,
Monte Carlo VaR
,
market risk
,
financial market
Search term matches:
Title
... Monte Carlo
Value
At
Risk
Introduction ...
Tag
...
value
at
risk
...
Full Text
... R
Value
at
Risk
(VaR) Definition ◆ The maximum likely loss on a portfolio for a given probability ...
Parametric VaR Introduction
Author(s):
Tim Xiao
(see profile)
Date:
2020
Group(s):
Business Management
Subject(s):
Economics
Item Type:
Presentation
Tag(s):
Value at Risk
,
VaR
,
parametric VaR
,
market risk
,
financial market
,
trading risk
,
risk analytics
Search term matches:
Tag
...
value
at
risk
...
Full Text
... R
Value
at
Risk
(VaR) Definition ◆ The maximum likely loss on a portfolio for a given probability ...
Historical VaR
Author(s):
Tim Xiao
(see profile)
Date:
2020
Group(s):
Business Management
Subject(s):
Economics
Item Type:
Presentation
Tag(s):
value at risk
,
VAR
,
historical VaR
Search term matches:
Tag
...
value
at
risk
...
Full Text
... R Scaling ◆ VaR Backtest http://www.finpricing.com/lib/HistoricalVaR.pptx Historical VaR
Value
at
Risk
...
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