Economy & Finance Value at Risk (VaR), Intro

1. Value at Risk (VaR) –Part 1 (LOs 7.1 – 8.7 ,12.1 – 13.9, 15.1-15.5) Intro to VaR (Allen Chapter 1) 1 VaR Mapping 4 VaR Methods 5 Cash flow at Risk (CFaR) 2 Putting…

Economy & Finance Intro to Value at Risk (VaR)

1. Value at Risk (VaR) –Part 1 (LOs 7.1 – 8.7 ,12.1 – 13.9, 15.1-15.5) Intro to VaR (Allen Chapter 1) 1 VaR Mapping 4 VaR Methods 5 Cash flow at Risk (CFaR) 2 Putting…