FRM: Three approaches to value at risk (VaR)
Bionic Turtle Bionic Turtle
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 Published On Jul 16, 2008

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!

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