Expected shortfall (ES, FRM T5-02)
32:13
Expected shortfall: approximating continuous, with code (ES continous, FRM T5-03)
18:02
Three approaches to value at risk (VaR) and volatility (FRM T4-1)
11:52
Expected Shortfall & Conditional Value at Risk (CVaR) Explained
26:08
La formule qui a radicalement transformé la finance mondiale [Black-Scholes]
54:51
"Basic Statistical Arbitrage: Understanding the Math Behind Pairs Trading" by Max Margenot
22:29
Value at Risk (VaR) Backtest (FRM T5-04)
21:26
Value (VaR) Mapping a fixed-income portfolio (FRM T5-05)
26:20