Lecture
Risk Measures: Accuracy and Multivariate Distributions
Related lectures (110)
Inequality between Countries
Analyzes GDP per capita disparities between countries, growth rate sensitivity, convergence dynamics, and catching up implications.
Long-run Exchange Rates: Factors and Models
Discusses factors influencing long-run exchange rates and models the current account.
Thematic Attributes and Classification
Covers statistical thematic mapping, types of maps, discretization methods, and proportional symbols in maps.
Risk Analysis in Project Management
Explores risk analysis in project management, focusing on measuring, managing, and minimizing risks to achieve project success.
Need for Economic Growth: GDP and Happiness
Explores the relationship between economic growth, GDP, and happiness, highlighting the complexities of measuring well-being.
The Internationalization of RMB: Economy of China
Explores the internationalization of the Renminbi and its impact on the global economy, focusing on China's economic reforms and the RMB's potential as a global currency.
Estimating the Term Structure: Smoothing MethodsMOOC: Interest Rate Models
Discusses smoothing methods for estimating a smooth forward curve from market rates, focusing on Nelson-Siegel and Svensson curves.
Foundations of Financial Economics
Delves into time value of money, net present value rule, and agency problems in financial economics.
Economic Growth: Main Components of GDP
Explores the components of GDP, national savings, and trade imbalances.
Higher-order Interactions in Brain Networks
Explores higher-order interactions in brain networks using simplicial complexes and information theory, analyzing data from fMRI, financial time-series, and infectious diseases.