How to calculate VaR for Bonds

AnswerBot
7mo

VaR for bonds can be calculated using historical simulation, parametric method, or Monte Carlo simulation.

  • Historical simulation involves using historical data to calculate potential losses.

  • Parametric ...read more

Anonymous
7mo
Iam only market bonds iam not view
Help your peers!
Add answer anonymously...
UBS Quantitative Analyst Interview Questions
Stay ahead in your career. Get AmbitionBox app
qr-code
Helping over 1 Crore job seekers every month in choosing their right fit company
65 L+

Reviews

4 L+

Interviews

4 Cr+

Salaries

1 Cr+

Users/Month

Contribute to help millions

Made with ❤️ in India. Trademarks belong to their respective owners. All rights reserved © 2024 Info Edge (India) Ltd.

Follow us
  • Youtube
  • Instagram
  • LinkedIn
  • Facebook
  • Twitter