FINC3020 Premium Notes

These set of notes cover the following topics: 1. Introduction 2. Value at Risk 3. Volatility 4....

50 pages, 15364 words

Ryan

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Reviews

This key to survive this subject is focus on the tutorial questions, the calculation and understanding the VAR & ES, the explanation of the correlation as well as the credit risk management.

Anonymous, Semester 2, 2016