Value at Risk (VaR) Explained!
Ever wondered what Value at Risk (VaR) or Conditional Value at Risk (CVaR) is and how it can help you?
In this video we break down the basics of these two concepts and explain three methodologies for calculating VaR. We will begin to implement these slowly with Python!
★ ★ Code Available on GitHub ★ ★
GitHub: https://github.com/TheQuantPy
Specific Tutorial Link: https://github.com/TheQuantPy/youtube...
★ A data driven path to getting a job in Quant Finance
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★ QuantPy GitHub
Collection of resources used on QuantPy YouTube channel. https://github.com/thequantpy
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