Calculating VAR and CVAR Posted on January 9, 2017March 10, 2017 by QuantBros We’ll show you the difference between VAR and CVAR using some sweet graphics, and we’ll also show you how to quickly calculate both VAR and CVAR in Excel. Share:ShareLinkedInFacebook
Francisco Gonzalez January 12, 2017Reply Good explanation but the video on this page relates to Beta, not VAR or CVAR which is the title of the post
QuantBros Post authorJanuary 12, 2017Reply Thanks so much for pointing that out! Post is updated with the correct video. Cheers, Francisco!
Good explanation but the video on this page relates to Beta, not VAR or CVAR which is the title of the post
Thanks so much for pointing that out! Post is updated with the correct video. Cheers, Francisco!