Market Risk Measurement: Valuation Basics
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Market Risk Measurement: Valuation Basics

Updated Jul 25, 2024

What you'll learn

  • Here we explore the issues of market risk measurement for both types of instrument.
Course Description

Market risk can be measured in a relatively straightforward way for instruments that are actively traded and have wide price dissemination, however complex and less liquid instruments have lower price transparency and are usually difficult to value. Here we explore the issues of market risk measurement for both types of instrument.