Blog
Comments Off on Calculating Conditional Value at Risk (CVaR) or Expected Shortfall – VaR and beyond

Calculating Conditional Value at Risk (CVaR) or Expected Short fall using Historical returns. Imagine a board meeting where you have just presented your Value at Risk (VaR) analysis and a board member asks a simple question. “So what are we talking about here? What is the expectation? What is the most that we can drop if […]

Comments are closed.

Random Testimonial

  • ~ Student Testimonials

    "Concise, to the point. Very informative and very practical.”

     

    “I loved the course!! Very interesting. Good lectures.”

     

    “Excellent, very informative and inspiring.”

     

    “In total awe of the way he taught…”

     

    “Well versed with the subject and able to transmit the subject properly.”

     

    “Excellent. If the time could be extended this would be an even better learning experience.”

     

    Excellent teaching skills. The instructor made every effort to explain most complicated finance concepts in simplest possible ways."

  • Read more testimonials »