Professional Certificate in Volatility Risk Measurement
-- ViewingNowThe Professional Certificate in Volatility Risk Measurement is a comprehensive course that equips learners with the essential skills to measure and manage financial volatility risk. This course is critical for professionals in finance, economics, and related fields, as volatility risk management has become increasingly important in the financial industry.
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โข Introduction to Volatility Risk Measurement
โข Historical Volatility: Concepts and Calculation
โข Implied Volatility: Understanding and Application
โข Volatility Indexes: VIX & VSTOXX
โข Volatility Risk Management Techniques
โข Volatility Modeling: GARCH and Stochastic Volatility Models
โข Volatility Trading Strategies: Options, Futures, and Swaps
โข Risk Measurement: VaR, CVaR, and ES
โข Backtesting and Evaluation of Volatility Models
โข Case Studies in Volatility Risk Management
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