Day: July 6, 2012

Video: Financial Portfolio Models in @RISK

In this video called "Financial Portfolio Models," Dr. Chris Albright demonstrates how @RISK can be used to examine a financial portfolio of stocks. The first model that is demonstrated is determinisitic, with no uncertainty about future stock prices. Later models incorporate uncertainty, and introduce the possibility of hedging the portfolio risk by adding put options on the stocks in the portfolio. Dr. Albright demonstrates how these analyses are performed using Monte Carlo simulation in @RISK.

» Financial Portfolio Models using @RISK

» More Experts' Corner videos