Future vs Historical Distribution

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Получаемые навыки

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


4.5 (оценок: 197)

  • 5 stars
    67,51 %
  • 4 stars
    21,82 %
  • 3 stars
    5,07 %
  • 2 stars
    2,03 %
  • 1 star
    3,55 %


4 сент. 2021 г.

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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.


10 июля 2020 г.

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

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.


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    David Hsieh

    Bank of America Professor

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