Three approaches to value at risk (VaR) and volatility (FRM T4-1)
19:37
Historical simulation (HS VaR): Basic and age-weighted (FRM T4-2)
1:21:15
7. Value At Risk (VAR) Models
11:52
Expected Shortfall & Conditional Value at Risk (CVaR) Explained
18:56
Coherent risk measures and why VaR is not coherent (FRM T4-5)
25:23
Jérôme Kerviel peut-il obtenir un nouveau procès ? L'ex-trader contre-attaque - C l’hebdo
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Monte Carlo Simulation of a Stock Portfolio with Python
54:51
"Basic Statistical Arbitrage: Understanding the Math Behind Pairs Trading" by Max Margenot
22:29