7. Value At Risk (VAR) Models

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  • Published on:  1/6/2015
  • 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
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