Value at Risk

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Optimization Methods in Asset Management (Coursera)

This course focuses on applications of optimization methods in portfolio construction and risk management. The first module discusses portfolio construction via Mean-Variance Analysis and Capital Asset Pricing Model (CAPM) in an arbitrage-free setting. Next, it demonstrates the application of the security market line and sharpe optimal portfolio in the [...]
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Financial Risk Management with R (Coursera)

This course teaches you how to calculate the return of a portfolio of securities as well as quantify the market risk of that portfolio, an important skill for financial market analysts in banks, hedge funds, insurance companies, and other financial services and investment firms.
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Market Risk Management: Frameworks & Strategies (Coursera)

This course provides the foundation for understanding the frameworks used to develop market risk management strategies. You will identify the market risks associated with each type of financial instrument. You will be introduced to techniques for estimating the risk associated with each class of investments. [...]
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Financial Market Analysis (edX)

Learn the fundamentals of finance that are essential for both investors and policymakers. In this IMFx course you will learn, from hands-on demonstrations, how to price different types of bonds, how to calculate different measures of bond yields and how to compare them across different types of instruments. You [...]
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