Value at Risk: Monte Carlo Simulation
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Background
History of VaR
Strengths, Weaknesses, and Applications
VaR Calculation: Monte Carlo
VaR Calculation: Parametric
VaR Calculation: Historical
Sources
https://docs.google.com/spreadsheet/ccc?key=0AuFl27EgXKwZdGQ0UmtndEJqZl9SWXBzZWU4dU1QS1E&usp=drive_web#gid=0