Ryan O'Connell, CFA, FRM explains how to calculate Value at Risk (VaR) in Excel using the parametric method (variance-covariance method).
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Chapters:
0:00 - Calculate Daily Returns Using Yahoo! Finance
0:43 - Calculate Security Standard Deviation and Covariance
2:35 - Create Assumptions for Portfolio
2:58 - Calculate Variance and Standard Deviation of Portfolio
4:04 - Calculate Value at Risk (VaR) In Excel (Parametric Method)
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