Portfolio Equations and Applications in Valuation

BVResearch Pro
Training Event Transcripts
November 15, 2018
Gary Schurman, MBE, CFA
methodology

Summary

A portfolio is a basket of financial assets such as stocks, bonds, and loans. We need solid equations for modeling portfolios when valuing basket options, valuing loan guarantees collateralized by a portfolio of risky assets, sizing and pricing risk tranches in structured finance, determining capital requirements for banks, risk assessment, etc. Join Gary Schurman to learn how to build portfolio equations and apply them to real-world problems.
Portfolio Equations and Applications in Valuation
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