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FRM Part II: Marginal, Incremental and Component VaR Part I( of 3) 

FinTree
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We love what we do, and we make awesome video lectures for CFA and FRM exams. Our Video Lectures are comprehensive, easy to understand and most importantly, fun to study with!
This Video lecture was recorded by our Lead Trainer for CFA, Mr. Utkarsh Jain, during one of his live Session in Pune (India).
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#FRMPartII #FinTree #VaR

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15 окт 2024

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Комментарии : 10   
@arunbhushatte3654
@arunbhushatte3654 Месяц назад
As always, Utkarsh sir at his best in this explanation
@himanshukatiyar583
@himanshukatiyar583 7 месяцев назад
Thank for explaining the topic in simplified manner. Really enjoyed the learning.
@kirankumar7923
@kirankumar7923 2 года назад
Very lucid, enjoyed thoroughly!
@aravindnxmusic
@aravindnxmusic Месяц назад
Sir you are using the same expression VaR for both Variance and Value st Risk.... It is confusimg
@DaanShooter
@DaanShooter 4 года назад
Amazing, thanks!!
@Megatr0n12
@Megatr0n12 3 года назад
very very good!
@bjg4320
@bjg4320 4 года назад
Thank you so much!!!!!!!!!!!!!!!
@mihirpatel2512
@mihirpatel2512 3 месяца назад
you have considered the mean of returns as 0 without letting the audience know
@FintreeIndia
@FintreeIndia 3 месяца назад
daily frequency data, mean returns are assumed to be zero. But you're right, we should have specified that.
@Megatr0n12
@Megatr0n12 3 года назад
Where's part 2/3?
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