Hi guys, Welcome to the Advanced Video Search Engine, and you are watching Parametric VaR and CVaR (Gaussian/Normal Distribution) in Excel. That video is uploaded by Fabian Moa, CFA, FRM, CTP, FMVA at 2020-04-21T02:00:09-07:00. We are promoting this video only for entertainment and educational purpose only. So, I hope you like & enjoy it. [UHWCLbFWQ-s]
| Name | Parametric VaR and CVaR (Gaussian/Normal Distribution) in Excel |
| Video Uploader | Video From Fabian Moa, CFA, FRM, CTP, FMVA |
| Upload Date | This Video Uploaded At 21-04-2020 09:00:09 |
| Video Discription | ☕ Like the content? Support this channel by buying me a coffee at https://www.buymeacoffee.com/riskmaestro This is Part 2 of a 3-part series on Value-at-Risk (VaR) and Conditional Value-at-Risk (CVaR). If you have not watched Part 1, watch it first: https://youtu.be/-grWaxNlEgE In this video, we will estimate the parametric VaR and CVaR, which means we have to assume a statistical distribution for the returns, in which I am using the Gaussian distribution (or Normal distribution), one of the more typically selected one. More resources on financial modeling on www.fabianmoa.com #FinancialModel #ValueAtRisk #ConditionalVaR #Netflix UHWCLbFWQ-s |
| Category | Education |
| Tags | VaR | CVaR | Financial Model | Financial Modeling | Netflix | CFA | FRM | Gaussian | Normal distribution | Excel | Expected Shortfall | value at risk | conditional value at risk | conditional var |
