What is Value at Risk? VaR and Risk Management
In todays video we learn about Value at Risk (VaR) and how is it calculated? Buy The Book Here: https://amzn.to/37HIdEB Follow Patrick on Twitter Here: https://twitter.com/PatrickEBoyle What Is Value at Risk (VaR)? Value at risk (VaR) is a calculation that aims to quantify the level of
From playlist Risk Management
Risk Management Lesson 5A: Value at Risk
In this first part of Lesson 5, we discuss Value-at-Risk (VaR). Topics: - Definition of VaR - Loss distribution and confidence level - The normal VaR
From playlist Risk Management
Marginal value at risk (marginal VaR)
This is a review which follows Jorion's (Chapter 7) calculation of marginal value at risk (marginal VaR). Marginal VaR requires that we calculate the beta of a position with respect to the portfolio. For more financial risk videos, visit our website! http://www.bionicturtle.com
From playlist Value at Risk (VaR): Introduction
FRM: Parametric value at risk (VaR): Pros & Cons
Here is a quick explanation of parametric value at risk (VaR) as a means to illustrating its strengths/weaknesses. Please note: The essence of parametric VaR is "no data:" while historical data is surely used to select a distribution and calibrate its parameters, a parametric VaR leans on
From playlist Value at Risk (VaR): Introduction
In this video, we go through an example of an application problem using price, revenue, and cost functions to maximize profit.
From playlist Calculus
QRM L1-1: The Definition of Risk
Welcome to Quantitative Risk Management (QRM). In this first class, we define what risk if for us. We will discuss the basic characteristics of risk, underlining some important facts, like its subjectivity, and the impossibility of separating payoffs and probabilities. Understanding the d
From playlist Quantitative Risk Management
FRM: Surplus at risk (Pension VaR)
Surplus as risk is value at risk (VaR) for a pension fund. For more financial risk videos, visit our website! http://www.bionicturtle.com
From playlist Value at Risk (VaR): Introduction
FRM: Three approaches to value at risk (VaR)
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!
From playlist Value at Risk (VaR): Introduction
Risk Management 5B: Value at Risk (continued) and Expected Shortfall
This is the second part of Lesson 5. Topics: - The VaR for empirical distributions - The Expected Shortfall - Coherence of VaR and ES
From playlist Risk Management
FRM: Theory of normal backwardation
This is the classic, but difficult idea, that offers an explanation for why we expect the forward price to be less than the expected future spot price: F less than E[future spot]. The key to the theory is the assumption that hedgers are, on average, taking short positions (e.g., a corn fa
From playlist Derivatives: Commodity Futures
Frank H. Knight and Risk, Uncertainty and Profit - Prof. Ross Emmett
Speaker Ross Emmett, Professor of Economic Thought, School of Civic and Economic Thought and Leadership, and Director, Center for the Study of Economic Liberty, Arizona State University Abstract Frank Knight’s Risk, Uncertainty and Profit was published in 1921, and has remained in publi
From playlist Uncertainty and Risk
Business Analyst Interview Questions & Answers | Business Analyst Training For Beginners|Simplilearn
🔥Business Analyst Program (Discount Coupon: YTBE15) : https://www.simplilearn.com/business-analyst-certification-training-course ?utm_campaign=BusinessAnalystIQs&utm_medium=Descriptionff&utm_source=youtube 🔥 Professional Certificate Program In Business Analysis: https://www.simplilearn.com
From playlist Business Analyst Training Videos
Fixed income: Carry roll down (FRM T4-31)
Financial Risk Manager (FRM, Topic 4: Valuation and Risk Models, Fixed Income, Bruce Tuckman Chapter 3, Returns, Spreads and Yields). The Carry-Roll-Down is the price change in the bond due exclusively to the passage of time. It is only one component of a bond's total profit and loss (P&L)
From playlist Valuation and RIsk Models (FRM Topic 4)
How Do Stock Traders Profit When The Market Falls?
This video tutorial explains how traders profit when the stock market falls. This video discusses the concept of buying stocks vs short selling. It also covers option contracts such as buying and selling call and put options. It also discusses the maximum gain, risks, and potential retu
From playlist Stocks and Bonds
Valuation Modelling | Financial Modelling Training | Financial Modelling Tutorial | Simplilearn
🔥 Explore Best Courses By Simplilearn: https://www.simplilearn.com/?utm_campaign=ValuationModeling-y0t4uw0FWI4&utm_medium=DescriptionFirstFold&utm_source=youtube Basic valuation techniques are as follows 1. Past performance: Past performance informs us on the historical average level of t
From playlist Microsoft Excel Tutorial Videos 🔥[2022 Updated]
Applied Portfolio Management | Hedge Funds (Part 2) How Hedge Funds Invest | Trading Strategies
All slides are available on my Patreon page: https://www.patreon.com/PatrickBoyleOnFinance Applied Portfolio Management - How Hedge Funds Invest. Part Two In yesterdays class we learned what a hedge fund is, why people invest in them, and how hedge funds and other alternative investments
From playlist Applied Portfolio Management
10. Normative Frameworks for Business Decisions
MIT 15.031J Energy Decisions, Markets, and Policies, Spring 2012 View the complete course: http://ocw.mit.edu/15-031JS12 Instructor: Richard Schmalensee License: Creative Commons BY-NC-SA More information at http://ocw.mit.edu/terms More courses at http://ocw.mit.edu
From playlist MIT 15.031J Energy Decisions, Markets, Policies, Spring 2012
How do you calculate value at risk? Two ways of calculating VaR
In todays video we learn how to calculate VaR or Value at Risk. Buy The Book Here: https://amzn.to/37HIdEB Follow Patrick on Twitter Here: https://twitter.com/PatrickEBoyle What is VAR? The most popular and traditional measure of risk is volatility. The main problem with volatility, how
From playlist Risk Management