Diagnostic Tests

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Compétences que vous apprendrez

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

Avis

4.5 (201 évaluations)

  • 5 stars
    67,16 %
  • 4 stars
    21,39 %
  • 3 stars
    5,47 %
  • 2 stars
    1,99 %
  • 1 star
    3,98 %

SM

4 sept. 2021

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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.

KS

10 juil. 2020

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

À partir de la leçon

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.

Enseigné par

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    David Hsieh

    Bank of America Professor

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