Value at Risk with Dr. Ben Sopranzetti (webcast)
$199
November 13 – 11:00 am – 1:00 pm (EST) Dr. Ben Sopranzetti Value at Risk Webcast
November 13, 2012 - Value at Risk (VaR)
11:00 am - 1:00 pm (EST)
Ben Sopranzetti, Ph.D., CPA - Rutgers University
-
-
- What is value at risk?
- Variance-Covariance method, historical simulation, or Monte Carlo simulation?
- Limitations of VaR
- Extensions of VaR
-
