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In this video segment, we demonstrate two methods of calculating Value at Risk.
Keywords
- value at risk
- deterministic value at risk monte carlo estimation of value at risk
About this video
- Author(s)
- Matthew Macarty
- First online
- 07 March 2020
- DOI
- https://doi.org/10.1007/978-1-4842-5647-3_7
- Online ISBN
- 978-1-4842-5647-3
- Publisher
- Apress
- Copyright information
- © Matthew Macarty 2020