Multi-Method Value at Risk Model on Asset Returns: Monte Carlo vs. Arithmetic vs. Parametric

Explore a robust VaR model that compares Monte Carlo, Arithmetic, and Parametric approaches, integrating a code-based variance-covariance matrix for precise risk assessment.

This model includes a data-cleaning algorithm to ensure accuracy, offering a streamlined, in-depth analysis of potential risk across methodologies.

Ideal for finance professionals seeking a comprehensive, code-driven solution to understand and compare VaR methods.