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4:22
YouTube
The Excel Hub
Estimating VaR Using The Historical Simulation Method - Value At Risk In Excel
We cover how to estimate Value at Risk (VaR). VaR is one of the most important risk measures in financial markets and it can be interpreted as a minimum loss that would be expected to occur over a given period of time. It can be measured either in currency units or percentage terms. There are three commonly used methods for estimating VaR: the ...
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