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27:28
YouTube
Prytex Academy
Value at Risk (VaR) by Parametric Approach: Delta Normal Method - Concepts with Practice Session
In today's session, we discuss the concept of confidence levels, significance levels, distribution plot, Normal Distribution, and quantification of risk by Value at Risk (VaR). We also estimate VaR at different confidence levels by the Delta-Normal approach, where the underlying assumption requires the distribution to be Normal. We solve a ...
2.4K views
Jul 2, 2020
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