Value at Risk - Excel Spreadsheets Bundle

This bundle contains two spreadsheets to help calculate value-at-risk in excel:

• Monte Carlo Simulation - Single Asset Template: This spreadsheet provides a step-by-step example of how to calculate the VaR of an asset using Monte Carlo Simulation.
• Parametric VaR Spreadsheet: This spreadsheet helps you calculate the VaR of a two-asset and a three-asset portfolio using the Parametric VaR method.