Future vs Historical Distribution

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Skills You'll Learn

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

Reviews

4.5 (162 ratings)
  • 5 stars
    67.90%
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    22.22%
  • 3 stars
    4.93%
  • 2 stars
    1.23%
  • 1 star
    3.70%
SM
May 31, 2020

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

MA
Nov 7, 2020

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

From the lesson
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.

Taught By

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    David Hsieh

    Bank of America Professor

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