Value at Risk Explained in 5 Minutes

Learn what Value at Risk measures and how it quantifies potential portfolio losses over a given time horizon.

0 of 25 lessons complete (0%)

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