Future vs Historical Distribution

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Получаемые навыки

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

Рецензии

4.4 (оценок: 80)
  • 5 stars
    62.50%
  • 4 stars
    26.25%
  • 3 stars
    5%
  • 2 stars
    2.50%
  • 1 star
    3.75%
SM

Jun 01, 2020

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

JP

Jul 15, 2020

Very nice explanation, with a vocabulary for dummies in the topic Risk Management. Very useful

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

  • David Hsieh

    David Hsieh

    Bank of America Professor

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