Monte Carlo simulation for Conditional VaR (Excel)
8:14
Backtesting Value-at-Risk: Standard coverage test (Excel)
13:12
Multivariate Monte Carlo simulation: correlated variables (Excel)
18:57
Adjusting for downside risk: Calmar, Sterling, and Sortino (Excel)
11:01
Modified Value-at-Risk (MVaR) - estimating losses under non-normality (Excel) (SUB)
9:02
Calculating VAR and CVAR in Excel in Under 9 Minutes
10:06
Monte Carlo Simulation
17:49
ARCH model - volatility persistence in time series (Excel)
20:07