Measuring Risk: Equity, Fixed Income, Derivatives and FX
Understand how to describe the various approaches utilized for determining value at risk.
- Duración:4 semanas
- Dedicación:1–2 horas por semana
- Precio:$249 USD
- Institución
- Tema:
- Nivel:Intermediate
- Idioma:English
- Transcripción de video:English
- Tipo de curso:A tu ritmo
Programas asociados:
Professional Certificate
Comparte este curso
Prerrequisitos
- Basic MS Excel skills
- Basic probability and statistics
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Sobre este curso
Omitir Sobre este cursoThis economics and finance course is a survey of risk measures and risk measurement practices applied to individual securities and portfolios. Students will also study risk reports of publicly traded financial institutions.
Upon completion of this course, participants will receive a certificate bearing the New York Institute of Finance (NYIF) name. A NYIF certificate is a valuable addition to your credentials, proving that you have acquired the work-ready skills that employers value.
For those who wish to learn more, students can enroll in the remaining four courses to earn the complete Risk Management Professional Certificate, backed by the New York Institute of Finance’s 93-year history.
Lo que aprenderás
Omitir Lo que aprenderás- Understand beta as a measure of equity risk.
- Describe duration and convexity as first and second order interest rate sensitivity / risk measures for fixed income instruments.
- Explain and provide examples of linear and non-linear (‘convex’) securities.
- Describe and the sensitivity measures (Greeks) for options.
- Describe the various approaches utilized for determining value at risk and expected shortfall as measures of market and credit risk for portfolios.
Plan de estudios
Omitir Plan de estudiosModule 1: Risk by Asset Class
- Lesson 1: Fixed Income Risk
- Lesson 2: Derivatives Risk
- Lesson 3: Credit Risk
- Lesson 4: Equity Risk
Module 2: Portfolio Risk Measurement
- Lesson 1: Weighted Scenarios
- Lesson 2: Volatility Updating
- Lesson 3: Normal Approximation
¿Te interesa este curso para tu negocio o equipo?
Capacita a tus empleados en los temas más solicitados con edX para Negocios.