Blog
Comments Off on Bond Risk: Calculating Value at Risk (VaR) for Bonds
Posted May 27, 2013 in Blog by Finance Training Course

Bond Risk: Calculating Value at Risk (VaR) for Bonds

Bond Risk: Calculating Value at Risk (VaR) for Bonds. Here are two common challenges that come up when we apply risk management concepts to individual bonds and bond portfolios: a) How do you measure risk of a newly issued bond that has no history of trading prices b) How do you integrate the risk of a bond issued […]

Related posts:

  1. Calculating Value at Risk for Swaps (Rates & Currency) using Historical Simulation
  2. Interest Rate Models: Steps for building Black, Derman and Toy (BDT) model in Excel: How to utilize the results of a BDT interest rate model: Pricing Bonds
  3. Calculating Value at Risk. FRM MBA Workshop Transcript. Day One

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 »