Delta-normal value at risk (VaR, FRM T4-3)
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Delta-gamma value at risk (VaR) with the Taylor Series Approximation (FRM T4-4)
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Three approaches to value at risk (VaR) and volatility (FRM T4-1)
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Calculating VAR and CVAR in Excel in Under 9 Minutes
18:56
Coherent risk measures and why VaR is not coherent (FRM T4-5)
21:56
MONTADORAS CHORAM NOVAMENTE por CAUSA DA BYD! NOVO VW TEM ACEITAÇÃO INACREDITÁVEL! E AGORA?
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Investors Underestimate Trump's Tolerance for Stock Selloff: Soros Chief Investment Officer
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Análise: Trump recua horas após dobrar tarifas contra Canadá | WW
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