Value-at-Risk and Expected Shortfall (Lecture 13/14, part 1/2) | Financial Engineering Course

Full-course playlist 'Financial Engineering Course: Interest Rates and xVA' from a curated course list (Financial Engineering Course: Interest Rates and xVA - Prof Grzelak); uploader is instructor; playlist judged: A structured university-level lecture series on interest rate modeling and xVA by Prof. Grzelak, uploaded on his own channel, with substantive multi-part lectures.; title passed a strict title check; oEmbed verified.

A 53-minute video from Computations in Finance: “Value-at-Risk and Expected Shortfall (Lecture 13/14, part 1/2) | Financial Engineering Course”.

Video by Computations in Finance, played through YouTube's embedded player.