Course Hive
Search

Welcome

Sign in or create your account

Continue with Google
or
Topic 4: Volatility and Value-at-Risk – Part 2: Introducing VaR Models
Play lesson

Financial Risk Management (2025) - Topic 4: Volatility and Value-at-Risk – Part 2: Introducing VaR Models

5.0 (5)
36 learners

What you'll learn

This course includes

  • 13.5 hours of video
  • Certificate of completion
  • Access on mobile and TV

Summary

Full Transcript

Presents normal, historical and Monte Carlo VaR models, explaining key assumptions and how each constructs a predictive loss distribution.

Course Hive

Continue this lesson in the app

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

Related Courses

FAQs

Course Hive
Download CourseHive
Keep learning anywhere