Delta-gamma value at risk (VaR) with the Taylor Series Approximation (FRM T4-4)
18:56
Coherent risk measures and why VaR is not coherent (FRM T4-5)
24:07
Delta-normal value at risk (VaR, FRM T4-3)
30:28
Fixed Income: Key rate shift technique (FRM T4-43)
12:36
Dear Calculus 2 Students, This is why you're learning Taylor Series
19:46
Dynamic option delta hedge (FRM T4-14)
22:20
Taylor series | Chapter 11, Essence of calculus
1:21:15
7. Value At Risk (VAR) Models
18:10