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Получаемые навыки

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

Рецензии

4.5 (оценок: 176)
  • 5 stars
    67.61%
  • 4 stars
    22.15%
  • 3 stars
    5.68%
  • 2 stars
    1.13%
  • 1 star
    3.40%
KS
10 июля 2020 г.

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

SM
31 мая 2020 г.

I loved this course, I think it was very friendly and of course with an excellent level.\n\nI highly recommend this course

Из урока
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.

Преподаватели

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    David Hsieh

    Bank of America Professor

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