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返回到 Market Risk Management: Frameworks & Strategies

學生對 纽约金融学院 提供的 Market Risk Management: Frameworks & Strategies 的評價和反饋

4.7
35 個評分

課程概述

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. By the end of the course, you will be able to select the most effective derivatives for managing risk of a single asset and a portfolio of assets, develop asset selection strategies for managing risk in a portfolio, and model risk associated with a single asset and a portfolio of assets. Learners will complete a project covering the estimation and analysis of risk in a globally diversified equity portfolio. The portfolio will include allocations of equity indexes from the U.S., Japan, Hong Kong, and Germany. Data for the two years prior to March 2020 will be used to convert daily returns in each indexes' currency into dollar returns. Value-at-Risk and Expected Shortfall for the portfolio will be calculated using an equal-weighted sample and an exponentially weighted sample. Learners will then be given a new 2-year data set that includes the market data through August of 2020. They will be asked to re-evaluate risk for the portfolio using Value-at-Risk and Expected Shortfall....

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DA

2022年1月5日

Very good course to understand the different ways of measuring and managing Market risk.

CS

2021年12月22日

Awesome course!! This will look good on the resume and help secure a better job for me.

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1 - Market Risk Management: Frameworks & Strategies 的 7 個評論(共 7 個)

創建者 Deepak K A

2022年1月6日

創建者 Samuel K

2022年5月19日

創建者 lance m

2022年4月28日

創建者 Charles S

2021年12月23日

創建者 Mousa J G

2022年5月21日

創建者 AMEL O M A A

2022年7月25日

創建者 Hussein D A

2022年1月7日