7. Value At Risk (VAR) Models

Описание к видео 7. Value At Risk (VAR) Models

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.

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