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lognormal-var

  1. Nicole Seaman

    YouTube T5-01: Lognormal Value at Risk

    Welcome to the first video in this new playlist that is devoted to Topic 5 in the FRM. Topic 5, Market Risk, is the first topic in Part 2. We will start here by comparing normal to lognormal VaR and, specifically, we are going to generalize to absolute VaR. Absolute VaR generalizes the relative...
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