Value at Risk (VAR)
Master Value at Risk (VaR) — three calculation methods, Expected Shortfall, and Python implementation for portfolio risk management.
Taught by an instructor with education from:
What You'll Learn
Course curriculum
- Value at Risk Explained in 5 Minutes 5 min
- Value at Risk: Complete Guide 12 min
- Module 1 Quiz: Introduction to Value at Risk 10 min
- VaR: Historical Method Explained 2 min
- Historical Method: Value at Risk (VaR) In Excel 5 min
- VaR Historical Method: Complete Guide 10 min
- Module 2 Quiz: The Historical Method 10 min
- VaR: Parametric Method Explained 4 min
- Parametric Method: Value at Risk (VaR) In Excel 7 min
- VaR Parametric Method: Complete Guide 10 min
- Module 3 Quiz: The Parametric Method 10 min
- VaR: Monte Carlo Method Explained 3 min
- Monte Carlo Method: Value at Risk (VaR) In Excel 10 min
- VaR Monte Carlo Method: Complete Guide 10 min
- Module 4 Quiz: The Monte Carlo Method 10 min
- Expected Shortfall & Conditional Value at Risk (CVaR) Explained 12 min
- Expected Shortfall: Complete Guide 10 min
- Module 5 Quiz: Expected Shortfall & CVaR 10 min
- Value at Risk (VaR) In Python: Historical Method 13 min
- Historical Method: Value at Risk (VaR) In Python 10 min
- Value at Risk (VaR) In Python: Parametric Method 15 min
- Parametric Method: Value at Risk (VaR) In Python 10 min
- Value at Risk (VaR) In Python: Monte Carlo Method 19 min
- Monte Carlo Method: Value at Risk (VaR) In Python 10 min
- Module 6 Quiz: VaR in Python 10 min
Meet Your Instructor
Ryan O'Connell
CFA, FRM
Hey there! I'm Ryan, a seasoned finance professional and educator with a Masters in Science in Finance from Texas A&M University and a Masters in Computer and Information Technology from the University of Pennsylvania. With over 8 years of finance experience and having founded my own financial modeling company, I bring a unique blend of financial expertise and practical knowledge to the table. My YouTube channel, boasting 50,000+ subscribers and 180,000+ monthly viewers, is a testament to my engaging teaching style and ability to simplify complex trading concepts. Through this course, I'm excited to help you unlock your full potential in finance!
