Future vs Historical Distribution

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您将学习的技能

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

审阅

4.4(216 个评分)

  • 5 stars
    66.66%
  • 4 stars
    21.29%
  • 3 stars
    5.09%
  • 2 stars
    1.85%
  • 1 star
    5.09%

SM

Sep 4, 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

Jul 10, 2020

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

从本节课中

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.

教学方

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    David Hsieh

    Bank of America Professor

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