Quantitative Risk Management: Risk Measures

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Statistical Analysis of Extremes: Risk Measures & Inference

Explores risk measures, inference techniques, and statistical analysis of extreme values.

Stochastic Optimization: Portfolio Optimization

Explores stochastic optimization in portfolio management, emphasizing decision criteria for uncertain objectives and the concept of conditional value-at-risk.

Quantitative Risk Management

Covers statistical tools for financial risk modeling, history of risk management, and Basel Accords.

Principles of Finance: CAPM and Portfolio Management

Explores the CAPM, risk premiums, efficient portfolios, and market efficiency.

Estimators and Confidence Intervals

Explores bias, variance, unbiased estimators, and confidence intervals in statistical estimation.

Risk Measures and Multivariate Distributions

Covers risk measures, VaR, ES computation, backtesting, and multivariate distributions for portfolio risk assessment.

Quantitative Risk Management: Tools and Examples

Explores quantitative risk management tools, Historical Value-At-Risk estimation challenges, CCAR scenarios, and fitting return processes.

Efficient Portfolio: CAPM Application

Explores efficient portfolios and the CAPM model in finance, analyzing risk, returns, and market relationships.

Asset Pricing Puzzles: Understanding Risk and Utility Models

Explores asset pricing puzzles, risk-return dynamics, and utility models in financial economics.

Continuous Random Variables

Explores continuous random variables, density functions, joint variables, independence, and conditional densities.