| The set includes: the full unrestricted, ad-free video access, all related spreadsheets, the course printout, the course outline, the quiz, the course summary. | USD 99.00 / year |
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Value at Risk – All chapters
Chapter 3 describes the measurement of VaR by means of the variance-covariance approach, after a brief background and an overview of the available choices.
Target audience: Traders, risk managers, sales force, financial control and audit
Prerequisite required:
– Bond Fundamentals
– Interest Rate Forwards & Swaps
– Interest Rate Options
– FX Options
– FX Options — Greeks
Prerequisite recommended:
– Asset-Liability Management