# Yahoo Web Search

1. Sort by

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

2. ### value at risk calculation with examples?

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...

3. ### How do I calculate Value-at-risk given data for one currency?

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.

4. ### Value at Risk with Excel?

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

5. ### I am looking for a good book on Value at Risk(VaR)?

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

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

6. ### I need some help with an economics paper dealing with VALUE AT RISK.?

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

7. ### i want to know about how to calculate Value at Risk (VaR) if somebody know about it pls guide me with examples

... 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 ...

8. ### does expressing the Value at risk as a percentage of market value makes sense?

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

9. ### Hypothetical construction of Value-at-Risk (VaR)?

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

10. ### VAR (Value at risk) and weighted portfolio?

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