Value-at-Risk Resources

I am a leading authority on value-at-risk (VaR), so I have plenty here to share on the topic:

Value-at-Risk Introduction

Value-at-risk is a probabilistic metric of market risk used to monitor risk in trading portfolios.

How To Calculate VaR – Step-by-Step

A detailed article on how to construct a VaR measure.

Value-at-Risk: Theory and Practice

The definitive book on VaR is available FREE online.

Exercise Solutions

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Defining Risk

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