Value At Risk - VaR
A statistical technique used to measure and quantify the level of financial risk within a firm or investment portfolio over a specific time frame. Value at risk is used by risk managers in order to measure and control the level of risk which the firm...
Value at Risk (VaR) is a measure of the risk of investments. It estimates how
much a set of investments might lose, given normal market conditions, in a set
A statistical technique used to measure and quantify the level of financial risk
within a firm or investment portfolio over a specific time frame. Value at risk is
declaration, the variable has no value. (Technically it has the value of undefined).
Apr 3, 2015 ... VARs (value-added resellers) are companies that add their own 'value' to an
existing product. VAR channel partners then resell that product as ...
Feb 5, 2017 ... The variable statement declares a variable, optionally initializing it to a value.
Syntax. var varname1 [= value1] [, varname2 [= value2] .
In fact, it is misleading to consider Value at Risk, or VaR as it is widely known, to
be an ... While the VaR at investment banks is specified in terms of market risks ...
var (plural vars). (programming) ... var (first-person singular past tense vara,
participle varur) ... Related to Dutch varken (“pig”), an old diminutive of var.
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