Risk Measures and Multivariate Distributions

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Multivariate Statistics: Introduction and Methods

Introduces multivariate statistics, focusing on uncovering associations between components in data in vector form.

Quantitative Risk Management: Distributions and Techniques

Covers distributions and techniques in Quantitative Risk Management for financial modeling.

Quantitative Risk Management: Basics and Applications

Covers the basics of quantitative risk management, financial risk, loss distributions, and risk factor changes.

Maximum Likelihood Estimation: Multivariate Statistics

Explores maximum likelihood estimation and multivariate hypothesis testing, including challenges and strategies for testing multiple hypotheses.

Variance and Covariance: Properties and Examples

Explores variance, covariance, and practical applications in statistics and probability.

Maximum Likelihood Theory & Applications

Covers maximum likelihood theory, applications, and hypothesis testing principles in econometrics.

Principal Component Analysis: Properties and Applications

Explores Principal Component Analysis theory, properties, applications, and hypothesis testing in multivariate statistics.

Principles of Finance: CAPM and Portfolio Management

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

Review Session: Module 1

Introduces inferential statistics, covering sampling, central tendency, dispersion, histograms, z-scores, and the normal distribution.

Financial Risk Management: Concepts and Applications

Covers the fundamentals of financial risk management, including types of risk, historical developments, regulatory events, and the challenges in quantitative risk management.