Monte Carlo Method: Value at Risk (VaR) In Excel

Описание

Ryan O'Connell, CFA, FRM walks through an example of how to calculate Value at Risk (VaR) in Excel using the Monte Carlo Method.

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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 (Monte Carlo Method)
8:24 - Create a Histogram to Interpret VaR

Download the file created in this video for free here:
https://ryanoconnellfinance.com/product/monte-carlo-method-value-at-risk-var-excel-template/

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roconnellcfa@gmail.com

*Disclosure: This is not financial advice and should not be taken as such. The information contained in this video is an opinion. Some of the information could be wrong. This channel is owned and operated by Portfolio Constructs LLC