Lecture 7: Value At Risk (VAR) Models | Topics in Mathematics with Applications in Finance | Mathematics | MIT OpenCourseWare
Lecture 7: Value At Risk (VAR) Models | Topics in Mathematics wi…
Apr 3, 2022
mit.edu
What Are The Steps Of Monte Carlo VaR Estimation?
3:50
What Are The Steps Of Monte Carlo VaR Estimation?
3 weeks ago
YouTubeStock and Options Playbook
When Is Monte Carlo Simulation The Best VaR Method?
3:26
When Is Monte Carlo Simulation The Best VaR Method?
3 weeks ago
YouTubeStock and Options Playbook
“VAR, VECM & Cointegration | Time Series Dynamics Explained”
8:02
“VAR, VECM & Cointegration | Time Series Dynamics Explained”
21 views2 weeks ago
YouTubeNoteBookLMNerd
How Does Monte Carlo VaR Differ From Historical Simulation?
4:35
How Does Monte Carlo VaR Differ From Historical Simulation?
3 weeks ago
YouTubeStock and Options Playbook
22 VAR Models Capturing Multi Asset Dynamics
2:28
22 VAR Models Capturing Multi Asset Dynamics
1 views2 months ago
YouTubeiziRisk in English
What Is The Variance-Covariance Method For VaR?
3:39
What Is The Variance-Covariance Method For VaR?
3 weeks ago
YouTubeStock and Options Playbook
3:12
What Inputs Does The Variance-Covariance VaR Need?
3 weeks ago
YouTubeStock and Options Playbook
VaR for a multi-asset portfolio using variance covariance matrix
89K viewsMar 18, 2015
YouTubeclaussy20ten
5:39
VAR Diagnostics in R
25K viewsApr 15, 2020
YouTubeJustin Eloriaga
VaR Modeling Using Variance Covariance Method (Theory & Exc…
4.5K viewsMay 6, 2024
YouTubeMehul Mehta
Panel VAR Modeling
13.5K viewsApr 23, 2022
YouTubePat Obi
Methods of Estimating VaR - CFA, FRM, and Actuarial Exams Study …
Oct 11, 2021
analystprep.com
24:14
Statistical Modelling in R
19.6K viewsJan 22, 2021
YouTubeStatistics for Sustainable Development (Stats4SD)
21:10
VAR model in stata Part 1
62.5K viewsJun 30, 2021
YouTubeForecasting Economics
45:56
Econometrics II: Vector Autoregressive Model (VAR)
21.4K viewsMar 24, 2021
YouTubeGerminal G. Van
18:15
Econometrics - VAR model (construction)
23.5K viewsOct 26, 2020
YouTubeHanomics
14:53
Value at Risk (VaR) Explained!
48.5K viewsNov 24, 2020
YouTubeQuantPy
6:30
VaR (Value at Risk), explained
157.5K viewsJun 17, 2014
YouTubeDarwinex
10:08
VAR calculation using Historical Simulation Method
24.1K viewsAug 5, 2019
YouTubeFinexhub Learn Finance and Excel
5:55
FRM: Three approaches to value at risk (VaR)
258.4K viewsJul 16, 2008
YouTubeBionic Turtle
15:40
Building a VAR Model in R
67.6K viewsApr 14, 2020
YouTubeJustin Eloriaga
55:15
Econometrics - Estimating VAR model in R
46.6K viewsOct 27, 2020
YouTubeHanomics
21:43
Estimating a VAR(p) in EVIEWS
230.1K viewsNov 21, 2013
YouTubeRalf Becker
9:42
Parametric Designs - Using Variables in Fusion 360
53.3K viewsSep 28, 2016
YouTubeChaos Core Tech
15:21
Structural Vector Autoregressive (SVAR) Modelling in Eviews
22.9K viewsNov 8, 2020
YouTubeViData Solutions
7:51
Bayesian analysis in a nutshell
5.4K viewsJun 17, 2021
YouTubeNational Centre for Research Methods (NCRM)
24:46
SEM Episode 1: Introduction to Structural Equation Models
65.1K viewsNov 15, 2017
YouTubeCenterStat
11:16
VAR Models: Impulse-Responses and Structural VAR Models
25.5K viewsMar 2, 2021
YouTubeRasmus Pedersen
See more videos
Static thumbnail place holder