SERVING THE QUANTITATIVE FINANCE COMMUNITY

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by elisabeth26
November 15th, 2012, 8:33 am
Forum: Student Forum
Topic: Var CDS portfolio
Replies: 0
Views: 9393

Var CDS portfolio

does anyone knows how to calculate VaR on a portfolio of CDS?
by elisabeth26
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: 218904

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
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