Summary

Keywords

18-s096-topics-in-mathematics-with-applications-in-finance-fall-2013 correlation covariance matrix monte carlo simulation risk management standard deviation value at risk models variance

Full Transcript

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

Continue this lesson in the app

Install CourseHive on Android or iOS to keep learning while you move.

Related Courses

Mastering the New SAT: Tips and Strategies from Khan Academy

Master the New SAT: Expert Tips & Strategies by Khan Academy - Boost Your Skills in Reading, Writing, & Math

⭐ 5.0

26 ratings

0 min

Maestría en Visita Médica: Técnicas y Estrategias Avanzadas

¡Conviértete en un Visitador Médico exitoso con Adriana Fermín! Aprende desde técnicas de estudio hasta entrevistas y ventas, todo para dominar la visita médica y destacarte en la industria farmacéutica. ¡Empieza tu camino al éxito hoy!

⭐ 4.0

27 ratings

7.5 hours

Direção de Arte no Cinema e Jogos: Fundamentos Essenciais

Transforme sua criatividade em carreira: descubra os segredos da Direção de Arte no cinema, jogos e design gráfico com especialistas e aprenda a criar mundos visuais incríveis. Inscreva-se agora e revolucione sua visão artística!

⭐ 4.0

29 ratings

0 min