What's new Search

P2.T5. Market Risk Measurement & Management

BT YouTube videos covering the concepts in Market Risk Measurement & Management

YouTube T5-01: Lognormal Value at Risk

Replies: 3

Views: 924

David Harper CFA FRM

YouTube T5-02: Expected shortfall (ES)

Replies: 2

Views: 762

David Harper CFA FRM

YouTube T5-03: Expected shortfall: approximating continuous, with code

Replies: 0

Views: 555

YouTube T5-04: Value at Risk (VaR) Backtest

Replies: 0

Views: 830

YouTube T5-05: Value (VaR) Mapping a fixed-income portfolio

Replies: 7

Views: 834

YouTube T5-06: Rank Correlations: Spearman's and Kendall's Tau

Replies: 0

Views: 643

YouTube T5-07: Risk-neutral probabilities

Replies: 1

Views: 658

YouTube T5-08: Convexity and risk premium impacts on shape of term structure

Replies: 0

Views: 553

YouTube Where are the videos for P2.T6 to T9???

Replies: 6

Views: 662

Hedging with IRS

Replies: 0

Views: 51

Tuesday at 3:27 PM

You must log in or register to post here.

This site uses cookies to help personalise content, tailor your experience and to keep you logged in if you register.
By continuing to use this site, you are consenting to our use of cookies.

Accept Learn more…