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  1. Value at risk or VaR would take you into the realms of financial mathematics and risk management...

    1 Answers · Business & Finance · 27/05/2009

  2. Value at risk (VaR) is a measure of how the market value of an asset or of a portfolio...broker dealers and investment banks use VaR to measure the market risk of their proprietary owned assets. It is difficult...

    5 Answers · Business & Finance · 27/07/2007

  3. Value at risk is just a one tail test using a distribution given...a 4% standard deviation at 99% (3 st deviations) your value at risk is EUR 70,000 or USD 91,000.

    2 Answers · Business & Finance · 19/05/2008

  4. ... MMULT(MMULT(TRANSPOSE(value),covariancematrix),value) 5. Calculate VaR at 99% confidence level as 2.326 multiply by standard deviation. 6. Tomorrow's...

    3 Answers · Business & Finance · 01/06/2008

  5. Value at Risk, 3rd Ed.: The New Benchmark for Managing...

    1 Answers · Arts & Humanities · 03/06/2009

  6. ... past vol on this stock. Your VaR estimate will show little risk, but tomorrow's announcement will make or break the company. 3) VaR ...

    3 Answers · Business & Finance · 11/12/2010

  7. ... always (jointly) normally distributed and that the change in portfolio value is linearly dependent on all risk factor returns, (b) the historical simulation, assuming that asset ...

    1 Answers · Business & Finance · 24/07/2007

  8. Expressing VaR as a percentage of market value makes perfect sense for a portfolio that is changing size frequently...

    2 Answers · Business & Finance · 02/08/2011

  9. ...11v5hgvn9/EXP=1175311163/**http%3a//www.investopedia.com/terms/v/var.asp Value at Risk - VaR

    1 Answers · Business & Finance · 31/03/2007

  10. ... formulas are explained here: http://en.wikipedia.org/wiki/Value_at_risk

    1 Answers · Business & Finance · 11/06/2008

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