Value at Risk
Connect covariance, simulation and historical scenarios to portfolio loss estimates.
See curriculum & enrollment ↗← The paper library
THE COURSE LIBRARY
Continue the learning
Take an idea from the paper into a broader finance curriculum. The paper experiments stay free; these optional courses are offered by our publisher.
Mastering Interest Rate Derivatives
Build intuition for curves, swaps, options and the risks behind the valuation.
See curriculum & enrollment ↗Mastering MBS and ABS
Explore securitization, cash flows, prepayments and structured-product analytics.
See curriculum & enrollment ↗Fundamental Review of the Trading Book
Connect market-risk measurement to the standardized and internal-model approaches.
See curriculum & enrollment ↗A clear commercial relationship.
TG Investments and Research, LLC publishes this website and offers these courses. Course referrals may generate revenue for the publisher. A course purchase does not affect access to the paper companions. Current prices, offers and enrollment terms appear on the linked course pages.
Paper authors and SSRN have not endorsed the courses or this website.