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- November 15th, 2012, 8:33 am
- Forum: Student Forum
- Topic: Var CDS portfolio
- Replies: 0
- Views: 9687
Var CDS portfolio
does anyone knows how to calculate VaR on a portfolio of CDS?
- November 15th, 2012, 8:23 am
- Forum: The Quantitative Finance FAQs Project
- Topic: What is Value at Risk and how is it used?
- Replies: 18
- Views: 237464
What is Value at Risk and how is it used?
does anyone knows a methodology to calculate value at risk (var) on a CDS portfolioTks