Non-normal Distributions

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Получаемые навыки

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

Рецензии

4.5 (оценок: 153)
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    66.66%
  • 4 stars
    22.87%
  • 3 stars
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  • 2 stars
    1.30%
  • 1 star
    3.92%
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

MA
7 нояб. 2020 г.

Awesome introduction course for Risk Management who have some expertise in statistics and finance

Из урока
Risk Management under Non-normal Distributions
This module covers how to test for normality of returns, and how to calculate value-at-risk (VaR) and expected shortfall (ES) when returns are not normally distributed.

Преподаватели

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    David Hsieh

    Bank of America Professor

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