Backtesting VaR Models

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  • Опубликовано: 7 сен 2024
  • Topic 8: Market Risk Capital. Video 3 of 6.

Комментарии • 5

  • @mobileentertainment212
    @mobileentertainment212 10 месяцев назад

    Hi Prof , do you have any videos on the usage of overlapping returns for var and the corresponding bias?

  • @angushamilton3223
    @angushamilton3223 2 года назад

    Great Video! Is the excel demonstration on youtube? i can't find it.

  • @UKPONG001
    @UKPONG001 Год назад

    Great series.
    Please the spreadsheet files?

  • @chaimaesghuri8519
    @chaimaesghuri8519 2 года назад +1

    where can i find the power point please ?

    • @JS_quinonez
      @JS_quinonez Год назад

      I would also like to have those notes. Is there a link where we can get them?