Probability. Lecture 12. Probability Applications in Finance
Lecture 12 displays several applications of the probability concepts in finance. We discuss the mean-variance framework of investment portfolio analysis, the concepts of expected loss, value at risk and expected shortfall
Timeline:
00:00 Mean-variance framework of investment portfolio analysis
19:53 Expected loss
39:40 Value at risk
55:12 Expected shortfall
The course “Probability“ for the 2nd year bachelors in Economics
Taught at BRICS institute, Irkutsk National Research Technical University, Winter semester 2021
1 view
809
246
2 months ago 01:20:27 1
Probability. Lecture 2. Probability
2 months ago 01:29:18 1
Probability. Lecture 5. Discrete Random Variables
2 months ago 01:31:21 2
Probability. Lecture 1. Organization of the Course. Review of a Set Theory.
2 months ago 01:29:38 1
Probability. Lecture 4. Conditional Probability and Bayes Rule