Value at Risk (VaR): Monte Carlo Method Explained

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  • Опубликовано: 3 дек 2024

Комментарии • 8

  • @RyanOConnellCFA
    @RyanOConnellCFA  Месяц назад

    Join this channel to get access to perks & support my work:
    ruclips.net/channel/UCAkyj2N9kd0HtKhCrejsYWQjoin
    Learn to calculate VaR with the Monte Carlo Method in *Excel* here: ruclips.net/video/q6qSwwpL26I/видео.html
    Learn to calculate VaR with the Monte Carlo Method in *Python* here: ruclips.net/video/X8aNFXJEENs/видео.html

  • @thetradingfloorinstituteby9453
    @thetradingfloorinstituteby9453 Месяц назад +1

    Excellent outreach. thank you very much 👍👍

  • @mohamedelkteb922
    @mohamedelkteb922 Месяц назад

    Hi, Brain. Thanks for the video. I work in taxation as a junior analyst in transfer pricing. I have a task to analyze a company's various business sectors and identify their main revenue streams, as well as find any licensing or royalty agreements the company has.
    I'm having a hard time determining the right methodology to approach this task. Could you please recommend a suitable methodology?

  • @AnilMgr-fx5sb
    @AnilMgr-fx5sb Месяц назад +1

    Thank you ryan. Please teach us to build projects for Frm . So that it will be helpful to get us job

    • @RyanOConnellCFA
      @RyanOConnellCFA  Месяц назад +1

      My pleasure! Could you please clarify what type of FRM project you are hoping to see?

    • @AnilMgr-fx5sb
      @AnilMgr-fx5sb Месяц назад

      @RyanOConnellCFA interest rate models, credit metrics , credit risk plus , Gaussian copula model etc. Which will be helpful for us to land a interview