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Tag Archives: Risk management
The Monte Carlo simulation method for VaR calculation
In this article, Jayati WALIA (ESSEC Business School, Grande Ecole – Master in Management, 2019-2022) explains the Monte Carlo simulation method for VaR calculation. Introduction Monte Carlo simulations are a broad class of computational algorithms that rely majorly on repeated … Continue reading
Posted in Contributors, Financial techniques
Tagged GARCH, Monte carlo simulations, Risk management, Value at risk, VaR
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Quantitative risk management
Quantitative risk management In this article, Jayati WALIA (ESSEC Business School, Grande Ecole Program – Master in Management, 2019-2022) presents Quantitative risk management. Introduction Risk refers to the degree of uncertainty in the future value of an investment or the … Continue reading
Posted in Contributors, Financial techniques
Tagged Credit risk, Market risk, Monte carlo simulations, Operational risk, Risk management, VaR
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My experience as a portfolio manager in a central bank
My experience as a portfolio manager in a central bank During my studies at ESSEC Business School, I had the chance to attend the SimTrade course. This course helped me to secure an internship as a risk manager at Bank … Continue reading
Analysis of The Rogue Trader movie
Analysis of The Rogue Trader movie This article written by Akshit Gupta (ESSEC Business School, Grande Ecole Program – Master in Management, 2019-2022) analyzes The Rogue Trader movie and explains the related financial concepts. Rogue Trader (1999) is a British … Continue reading
Posted in Contributors, Movies and documentaries
Tagged Futures, Nick Lesson, Operational risk, Risk management, Trader
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