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: 0

Views: 626

YouTube T5-02: Expected shortfall (ES)

Replies: 2

Views: 603

David Harper CFA FRM

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

Replies: 0

Views: 401

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

Replies: 0

Views: 632

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

Replies: 1

Views: 568

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

Replies: 0

Views: 488

YouTube T5-07: Risk-neutral probabilities

Replies: 1

Views: 491

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

Replies: 0

Views: 452

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

Replies: 6

Views: 504

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…