Statistics 9
- To return or log return?
- VaR and CVaR through Monte Carlo simulations
- Value at Risk (VaR) of a single risk factor
- Value at Risk (VaR) and Conditional Value at Risk (CVaR)
- Hedging and Global Minimum Variance Portfolio
- Modern Porfolio Theory (MPT)
- Geometric Brownian Motion (GBM)
- Binomial distribution
- Random walk as the basis of asset pricing models