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| Name | 7. Value At Risk (VAR) Models |
| Video Uploader | Video From MIT OpenCourseWare |
| Upload Date | This Video Uploaded At 06-01-2015 18:18:57 |
| Video Discription | MIT 18.S096 Topics in Mathematics with Applications in Finance, Fall 2013 View the complete course: http://ocw.mit.edu/18-S096F13 Instructor: Kenneth Abbott This is an applications lecture on Value At Risk (VAR) models, and how financial institutions manage market risk. License: Creative Commons BY-NC-SA More information at http://ocw.mit.edu/terms More courses at http://ocw.mit.edu |
| Category | Education |
| Tags | value at risk models | risk management | Monte Carlo simulation | variance | standard deviation | covariance matrix | correlation |
