Future vs Historical Distribution

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강의 계획서 보기

배우게 될 기술

Risk Analysis, R Programming, Risk Management, Financial Risk, Portfolio (Finance)

검토

4.5개(197개 평가)

  • 5 stars
    67.51%
  • 4 stars
    21.82%
  • 3 stars
    5.07%
  • 2 stars
    2.03%
  • 1 star
    3.55%

SM

2021년 9월 4일

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I learnt a lot of concepts and how to implement those concept in R. Highly recommended if you are into technical risk management for financial portfolio.

KS

2020년 7월 10일

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The basic of financial risk management are provided with very clear theoretical background and exercises to learn it practically!

수업에서

Risk Management under Volatility Clustering

This module covers how to test for the presence of volatility clustering, and how to calculate value-at-risk (VaR) and expected shortfall (ES) when returns exhibit volatility clustering.

강사:

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    David Hsieh

    Bank of America Professor

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