Three approaches to value at risk (VaR) and volatility (FRM T4-1) скачать в хорошем качестве

Three approaches to value at risk (VaR) and volatility (FRM T4-1)

The three approaches are 1. Parametric; aka, analytical; 2. Historical simulation; and 3. Monte Carlo simulation (MCS). The parametric approach assumes a clean function, the other two work with messy data. Historical simulation is betrayed by a histogram, MCS is betrayed by a random number generator. In terms of the PARAMETRIC APPROACH (the 1st of three approaches), the key question is, "How do we estimate current volatility?" and we can take three basic approaches to this question. 💡 Discuss this video here in our FRM forum: https://trtl.bz/2YBk9PM. 👉 Subscribe here    / bionicturtl.  . to be notified of future tutorials on expert finance and data science, including the Financial Risk Manager (FRM), the Chartered Financial Analyst (CFA), and R Programming! ❓ If you have questions or want to discuss this video further, please visit our support forum (which has over 50,000 members) located at http://bionicturtle.com/forum 🐢 You can also register as a member of our site (for free!) at https://www.bionicturtle.com/register/ 📧 Our email contact is [email protected] (I can also be personally reached at [email protected]) For other videos in our Financial Risk Manager (FRM) series, visit these playlists: Texas Instruments BA II+ Calculator https://www.youtube.com/playlist?list... Risk Foundations (FRM Topic 1) https://www.youtube.com/playlist?list... Quantitative Analysis (FRM Topic 2) https://www.youtube.com/playlist?list... Financial Markets and Products: Intro to Derivatives (FRM Topic 3, Hull Ch 1-7) https://www.youtube.com/playlist?list... Financial Markets and Products: Option Trading Strategies (FRM Topic 3, Hull Ch 10-12) https://www.youtube.com/playlist?list... FM&P: Intro to Derivatives: Exotic options (FRM Topic 3) https://www.youtube.com/playlist?list... Valuation and Risk Models (FRM Topic 4) https://www.youtube.com/playlist?list... Coming Soon .... Market Risk (FRM Topic 5) Credit Risk (FRM Topic 6) Operational Risk (FRM Topic 7) Investment Risk (FRM Topic 8) Current Issues (FRM Topic 9) For videos in our Chartered Financial Analyst (CFA) series, visit these playlists: Chartered Financial Analyst (CFA) Level 1 Volume 1 https://www.youtube.com/playlist?list... #bionicturtle #risk #financialriskmanager #FRM #finance #expertfinance Our videos carefully comply with U.S. copyright law which we take seriously. Any third-party images used in this video honor their specific license agreements. We occasionally purchase images with our account under a royalty-free license at 123rf.com (see https://www.123rf.com/license.php); we also use free and purchased images from our account at canva.com (see https://about.canva.com/license-agree.... In particular, the new thumbnails are generated in canva.com. Please contact [email protected] or [email protected] if you have any questions, issues or concerns.