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 (183 ratings)
  • 5 stars
    67.21%
  • 4 stars
    21.85%
  • 3 stars
    5.46%
  • 2 stars
    1.63%
  • 1 star
    3.82%

KS

Jul 10, 2020

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

SM

May 31, 2020

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

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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