Comments Off on Calculating Value at Risk (VaR) with or without VCV matrix

Calculating Value at Risk (VaR) with or without VCV matrix

Value at Risk – Calculating Portfolio VaR for multiple securities with & without VCV Matrix .In an earlier VCV Matrix post we had presented the theoretical proof of how the portfolio VaR obtained using the short cut weighted average return method produces the same result as would have been obtained if a detailed Variance Covariance […]

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 »