ΠΠΎΡΠ»Π΅Π΄Π½ΠΈΠ΅ Π΄ΠΎΠ±Π°Π²Π»Π΅Π½Π½ΡΠ΅ Π²ΠΈΠ΄Π΅ΠΎ:
historical-simulation-var
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1 Π³ΠΎΠ΄ Π½Π°Π·Π°Π΄
3393 1 Π³ΠΎΠ΄ Π½Π°Π·Π°Π΄ 4:22Estimating VaR Using The Historical Simulation Method - Value At Risk In Excel
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3 Π³ΠΎΠ΄Π° Π½Π°Π·Π°Π΄
59991 3 Π³ΠΎΠ΄Π° Π½Π°Π·Π°Π΄ 5:01ΠΡΡΠΎΡΠΈΡΠ΅ΡΠΊΠΈΠΉ ΠΌΠ΅ΡΠΎΠ΄: ΡΡΠΎΠΈΠΌΠΎΡΡΡ ΠΏΠΎΠ΄ ΡΠΈΡΠΊΠΎΠΌ (VaR) Π² Excel
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8 Π»Π΅Ρ Π½Π°Π·Π°Π΄
18888 8 Π»Π΅Ρ Π½Π°Π·Π°Π΄ 8:49What is the (Basic) Historical Simulation approach to value at risk (VaR)? FRM T1-5
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17 Π»Π΅Ρ Π½Π°Π·Π°Π΄
24264 17 Π»Π΅Ρ Π½Π°Π·Π°Π΄ 8:13FRM: Hybrid historical simulation approach to value at risk (VaR)
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4 Π³ΠΎΠ΄Π° Π½Π°Π·Π°Π΄
47633 4 Π³ΠΎΠ΄Π° Π½Π°Π·Π°Π΄ 23:42All About Value at Risk(VaR) | FRM Part 1 2025| Historical Simulation, Delta Normal, Monte Carlo VaR
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3 ΠΌΠ΅ΡΡΡΠ° Π½Π°Π·Π°Π΄
40 3 ΠΌΠ΅ΡΡΡΠ° Π½Π°Π·Π°Π΄ 22:47Calculating VAR and ES using Filtered Historical Simulation Approach
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5 Π»Π΅Ρ Π½Π°Π·Π°Π΄
452 5 Π»Π΅Ρ Π½Π°Π·Π°Π΄ 1:08Tutorial#10 Standard Historical VAR Calc Part2
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10 Π»Π΅Ρ Π½Π°Π·Π°Π΄
12538 10 Π»Π΅Ρ Π½Π°Π·Π°Π΄ 5:10FRM: ΠΡΡΠΎΡΠΈΡΠ΅ΡΠΊΠ°Ρ ΡΠΈΠΌΡΠ»ΡΡΠΈΡ ΡΠ΅Π½Π½ΠΎΡΡΠΈ ΡΠΈΡΠΊΠ° (HS VaR)
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1 Π³ΠΎΠ΄ Π½Π°Π·Π°Π΄
10130 1 Π³ΠΎΠ΄ Π½Π°Π·Π°Π΄ 2:23Π‘ΡΠΎΠΈΠΌΠΎΡΡΡ ΠΏΠΎΠ΄ ΡΠΈΡΠΊΠΎΠΌ (VaR): ΠΎΠ±ΡΡΡΠ½Π΅Π½ΠΈΠ΅ ΠΈΡΡΠΎΡΠΈΡΠ΅ΡΠΊΠΎΠ³ΠΎ ΠΌΠ΅ΡΠΎΠ΄Π°
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15 Π»Π΅Ρ Π½Π°Π·Π°Π΄
4401 15 Π»Π΅Ρ Π½Π°Π·Π°Π΄ 7:24Finding nth ordered loss (percentile) in historical simulation (HS) VaR
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7 Π»Π΅Ρ Π½Π°Π·Π°Π΄
15308 7 Π»Π΅Ρ Π½Π°Π·Π°Π΄ 19:37Historical simulation (HS VaR): Basic and age-weighted (FRM T4-2)
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5 Π»Π΅Ρ Π½Π°Π·Π°Π΄
4350 5 Π»Π΅Ρ Π½Π°Π·Π°Π΄ 11:33BRW Value-at-Risk - improving historical simulation (Excel) (SUB)
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3 Π³ΠΎΠ΄Π° Π½Π°Π·Π°Π΄
244 3 Π³ΠΎΠ΄Π° Π½Π°Π·Π°Π΄ 6:283224AFE presentation (Historical simulation and model-building in estimation of VaR)
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10 Π»Π΅Ρ Π½Π°Π·Π°Π΄
111810 10 Π»Π΅Ρ Π½Π°Π·Π°Π΄ 9:17Π Π°ΡΡΠ΅Ρ ΡΡΠΎΠΈΠΌΠΎΡΡΠΈ ΠΏΠΎΠ΄ ΡΠΈΡΠΊΠΎΠΌ — ΠΈΡΡΠΎΡΠΈΡΠ΅ΡΠΊΠΎΠ΅ ΠΌΠΎΠ΄Π΅Π»ΠΈΡΠΎΠ²Π°Π½ΠΈΠ΅
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17 Π»Π΅Ρ Π½Π°Π·Π°Π΄
209225 17 Π»Π΅Ρ Π½Π°Π·Π°Π΄ 5:55FRM: Π‘ΡΠΎΠΈΠΌΠΎΡΡΡ ΠΏΠΎΠ΄ ΡΠΈΡΠΊΠΎΠΌ (VaR): ΠΡΡΠΎΡΠΈΡΠ΅ΡΠΊΠΎΠ΅ ΠΌΠΎΠ΄Π΅Π»ΠΈΡΠΎΠ²Π°Π½ΠΈΠ΅ ΠΏΠΎΡΡΡΠ΅Π»Ρ
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6 Π»Π΅Ρ Π½Π°Π·Π°Π΄
3554 6 Π»Π΅Ρ Π½Π°Π·Π°Π΄ 16:47VaR and Expected Shortfall using Historical Simulation Approach (FRM Part 1, Book 4, VRM)
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3 Π³ΠΎΠ΄Π° Π½Π°Π·Π°Π΄
85796 3 Π³ΠΎΠ΄Π° Π½Π°Π·Π°Π΄ 10:13Monte Carlo Method: Value at Risk (VaR) In Excel
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3 Π³ΠΎΠ΄Π° Π½Π°Π·Π°Π΄
138 3 Π³ΠΎΠ΄Π° Π½Π°Π·Π°Π΄ 6:32Historical simulation and model-building in estimation of VaR
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5 Π»Π΅Ρ Π½Π°Π·Π°Π΄
154361 5 Π»Π΅Ρ Π½Π°Π·Π°Π΄ 5:09ΠΠ±ΡΡΡΠ½Π΅Π½ΠΈΠ΅ ΡΡΠΎΠΈΠΌΠΎΡΡΠΈ ΠΏΠΎΠ΄ ΡΠΈΡΠΊΠΎΠΌ Π·Π° 5 ΠΌΠΈΠ½ΡΡ