Quantitative Risk Management: Volatility Modeling

Related lectures (32)

Page 1 of 4

Covers volatility modeling in risk management, including ARMA, ARCH, GARCH models, causal representation, and forecasting.

Covers statistical tools, risk models, and challenges in quantitative risk management.

Covers GARCH processes for financial time series analysis.

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

Explores risk and return in finance, covering securities' performance, rates of return, variance, volatility, and portfolio diversification.

Explores risk management concepts, including VaR, ES, and measurement methods.

Covers risk measures used for determining risk capital and capital adequacy.

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

Delves into finance, emphasizing risk and return in investments, covering free cash flow, dividends, NPV, EBIT, and portfolio analysis.

Explores forecasting in time series analysis, long memory processes, and ARCH models for volatility modeling.