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.
Excel spreadsheets containing calculators related to value at risk.