Calculating VAR and CVAR in Excel in Under 9 Minutes

Learn how to calculate VAR and CVAR in Excel. We'll also teach you the difference between VAR and CVAR.
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[gjoka]

Magnificent tutorial: you didn't get bogged down in the details of why cVaR is calculated in a certain, instead, choosing to explain the mechanics of how to compute it in a certain way. Well done dude.

[grahamandsofiaholeyandsolo]

A very informative breakdown of VaR, and conparison to the value of CVaR. Thank you!

[vaninadominguez]

Sometime I don't know how to explain this things, and you make it look so easier, great video. Congrats.

[rohanpatil]

I never comment on youtube videos. But this was so well done, i couldnt not comment. THANK YOU.

[shivakumargoudb]

The method used for VaR is Basic historical simulation, a non-parametric approach!

[getmysmile]

PLEASE KEEP DOING THESE VIDEOS...WHO WOULD HAVE THOUGHT THAT CVAR CAN POEPLE EXCITED!

[MrJayCZ]

Not gonna lie, you just saved my master’s thesis, thanks man!

[annawilson]

Never seen this topic before, crystal clear, thank you!

[aryankulshreshtha]

Thanks!
I've made a model to minimize risk in options strategies. (data from backtesting)

[As_Sulay]

Remember if that to (Renting) rates on option of opinion sensitively and consent, in consensus.

Accounting 🧾 : 2:58 1:48 2:03

[SD-gwvm]

Thanks for this video @QuentCourse. I have a question though. Am I okay to use lognormal returns for my calculations?

[divyasankhla]

Hy u explained really well just have one suggestion can u zoom the image while u explain for clarification

[shungudutiro]

An extremely helpful and informative video. Thank you

[MOYOSOREAYANTOYE]

Nice video. Very informative. Thank you.

[imirosmanov]

Could you please explain how to calculate VaR for operational risk.

[nipungupta]

Perfectly Explained. can you please also help me in calculating VAR through Delta normal method ?

[TheMunishk]

He explains so clearly in all his videos. One can hear and see the confidence

[pearldrumgirl]

Nice video. Very fast compared to doing it by hand, so long as you understand the details in-between then all is good here. Nice refresher for single return without accounting for monetary weight.

[MrPatriot]

Hello! Great Video! How did you paste all the return formula down the column(2:25 in the video)? You clicked something(2:50), to drag the formula down the enitre column. How did you do that?

[simfinso]

very useful & Simple methods of calculating cvar.Thanks for uploading