The VaR Mathematics for Executives Webinar will demonstrate the steps of VaR calculation with realistic examples, from a sequential example which will illustrate the following:
- VaR of a single position
- VaR of two correlated positions
- VaR of a portfolio of positions
- Calculation of risk statistics (volatility and correlation) from historical price data
- Comparison of closed form VaR calculations with more general matrix math
Mike Burger, Partner and Co-Founder of Veritas Total Solutions, has 30 years of experience in energy risk management. Mike will lead this webinar and leave you with a better understanding of VaR fundamentals and practical applications in the front or middle office of a successful trading business.
Register now for the VaR Mathematics for Executives Webinar on Tuesday, February 25th at 12pm CST.
We host a wide variety of webinars and workshops for our clients and peers. If you have a specific question about this webinar or you are interested in our custom webinars and workshops, contact us for more information.