Paul Wilmott on Quantitative Finance, Chapter 19, Value at Risk (VaR)
In chapter 19 I learned how to calculate value at risk, or VaR, for an asset with normal returns. I also learned about the Sharpe ratio for comparing performance between strategies.
54 views
0
0
5 months ago 02:03:54 1
Moonward | Part 1
8 months ago 00:16:19 1
How to Play Daggerheart | Open Beta
10 months ago 00:31:56 1
How to Make a Character in Daggerheart | Open Beta
11 months ago 00:02:05 1
The Discoveries ’’Man in Town ’’ written by Donna
1 year ago 00:17:04 2
Everything you need to know to become a quant trader (top 5 books)
4 years ago 00:02:24 5
The Discoveries ’’ Jeannie Jeannie Jeannie ’’
4 years ago 00:04:18 1
Newsbriefs Beware - Other Items Share This Title (1946)
5 years ago 00:03:36 1
Micko & The Mellotronics: Noisy Neighbours [Official Video]
5 years ago 00:23:12 23
Is the world going quants mad? Dr Paul Wilmott
7 years ago 00:00:32 41
Paul Wilmott - Don’t Worry (HFT)
7 years ago 00:42:26 2
Paul Wilmott
8 years ago 00:04:03 9
FRM as a multiple choice test is trolled by Paul Wilmott
9 years ago 00:10:55 54
Paul Wilmott on Quantitative Finance, Chapter 19, Value at Risk (VaR)
9 years ago 00:08:55 34
Paul Wilmott on Quantitative Finance, Chapter 6, Intuition for Black-Scholes
9 years ago 00:10:49 126
Paul Wilmott on Quantitative Finance, Chapter 5, Black-Scholes
9 years ago 00:13:40 29
Paul Wilmott on Quantitative Finance, Chapter , Generalized Itô and examples
9 years ago 00:08:22 89
Paul Wilmott on Quantitative Finance, Chapter 4.8, Stochastic Calculus and Itô’s Lemma