Ryan O'Connell, CFA, FRM walks through an example of how to calculate Value at Risk (VaR) in Excel using the Historical Method.
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Chapters:
0:00 - Calculate Daily Stock Price Returns
1:25 - Define Portfolio Assumptions
1:44 - Find Daily Profits and Losses
2:37 - Calculate Value at Risk (VaR) Using Historical Method
3:10 - Create VaR Histogram
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