Probability. Lecture 12. Probability Applications in Finance

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30 Sep 2024

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Lecture 12 displays several applications of the probability concepts in finance. We discuss the mean-variance framework of investment portfolio analysis, the concepts of expected loss, value at risk and expected shortfall Timeline: 00:00 Mean-variance framework of investment portfolio analysis 19:53 Expected loss 39:40 Value at risk 55:12 Expected shortfall The course “Probability“ for the 2nd year bachelors in Economics Taught at BRICS institute, Irkutsk National Research Technical University, Winter semester 2021

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