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Value at Risk Calculator.

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Title:
Value at Risk Calculator.
Author:
Pagos, Inc.
Downloads:
1313
Rating:
Language:
English
View Online Version

Overview:
Value at Risk is an important tool for estimating capital requirements, and is now a standard risk-management tool. This excel file uses two of the most common methods, Delta-Normal(Variance-Covariance) and Delta-Gamma(Quadratic) methods to calculate VaR.
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