Jun
01
2008 Episode 6 (Market C), Part 1 (sample)
by David Harper, CFA, FRM, CIPM
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Part 1 (one hour) reviews value at risk (VaR) methods, VaR mapping, stress testing and FX risk. Part 2 (45 min) reviews Stulz on cash flow at risk (CFaR) and VaR impact of projects on a firm. This sample is the first 10 to 15 minutes.
(60 min.)