2015 - FRM : Quantifying Volatility in VaR Models Part I(of 2) скачать в хорошем качестве

2015 - FRM : Quantifying Volatility in VaR Models Part I(of 2)

To know more about CFA/FRM training at FinTree, visit: http://www.fintreeindia.com For more videos visit: https://www.youtube.com/c/FintreeIndi... CFA | FRM | Financial Modeling Live Classes | Videos Available Globally Follow us on: Facebook:   / fintree   Instagram: https://www.instagram.com/fintreeeduc... Twitter: https://x.com/askFinTree Linkedin:   / fintree-education   We love what we do, and we make awesome video lectures for CFA and FRM exams. Our Video Lectures are comprehensive, easy to understand and most importantly, fun to study with! This Video lecture was recorded by our Lead Trainer for CFA, Mr. Utkarsh Jain, during one of his live Session in Pune (India). To know more about CFA/FRM training at FinTree, visit: http://www.fintreeindia.com FinTree website link: http://www.fintreeindia.com This series of videos discusses the following key points: 1)How asset retun1 distributions tend to deviate from the normal distribution. 2)Reasons for fat tails in a return distribution and describe their implications. 3) Difference between conditional and unconditional distributions 4) Implications of regime switching on quantifying volatility 5) Various approaches for estimating VaR 6) Different parametric and non-parametric approaches for estimating conditional volatility. 7) Conditional volatility using parametric and non-parametric approaches 8) Process of return aggregation in the context of volatility forecasting methods 9) Implied volatility as a predictor of future volatility and its shortcomings. 10) Long horizon volatility /VaR and the process of mean reversion according to an VAR( 1) model FB Page link :  / fin.  . We love what we do, and we make awesome video lectures for CFA and FRM exams. Our Video Lectures are comprehensive, easy to understand and most importantly, fun to study with! This Video lecture was recorded by our popular trainer for CFA, Mr. Utkarsh Jain, during one of his live CFA Level I Classes in Pune (India). #FRM #CFA #FinTree