Future vs Historical Distribution

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Kompetenzen, die Sie erwerben

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

Bewertungen

4.4 (225 Bewertungen)

  • 5 stars
    67,11 %
  • 4 stars
    20,88 %
  • 3 stars
    4,88 %
  • 2 stars
    1,77 %
  • 1 star
    5,33 %

CS

4. Sep. 2021

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

10. Juli 2020

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

Aus der Unterrichtseinheit

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.

Unterrichtet von

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    David Hsieh

    Bank of America Professor

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