Quantitative Risk Management
5.0
(3)
25 learners
What you'll learn
This course includes
- 22.3 hours of video
- Certificate of completion
- Access on mobile and TV
Course content
1 modules • 13 lessons • 22.3 hours of video
Quantitative Risk Management
13 lessons
• 22.3 hours
Quantitative Risk Management
13 lessons
• 22.3 hours
- Risk in perspective (QRM Chapter 1) 52:48
- Basic concepts in risk management (QRM Chapter 2) 01:29:37
- Empirical properties of financial data (QRM Chapter 3) 01:31:06
- Financial time series (QRM Chapter 4) 01:51:00
- Extreme value theory (QRM Chapter 5) 01:38:26
- Multivariate models (QRM Chapter 6) 02:17:05
- Copulas and dependence (QRM Chapter 7) 03:16:20
- Aggregate risk (QRM Chapter 8) 01:04:36
- Market risk (QRM Chapter 9) 02:59:28
- Credit risk (QRM Chapter 10) 02:31:52
- Portfolio credit risk management (QRM Chapter 11) 01:30:10
- Multivariate time series (QRM Chapter 14) 32:27
- Introduction to counterparty risk (QRM Chapter 17) 46:05
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