Can I read Understanding Value at Risk (VaR) on EtoBox?
Understanding Value at Risk (VaR) by Th'bo Muzorewa Chizyuka is a document available to read on EtoBox.
What is Understanding Value at Risk (VaR) about?
Value at Risk (VAR) is a method used to calculate and control exposure to market risk. It measures the maximum expected loss of a portfolio over a given time period at a given confidence level. VAR uses historical data to estimate the volatility of portfolio returns and how this might affect the total value of the portfolio in the future. It involves determining a holding period, confidence level, and calculating the volatility and correlations between assets in the portfolio to estimate the maximum dollar
- Author
- Th'bo Muzorewa Chizyuka
- Language
- EN