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Quantitative Analysis for the Financial Risk Manager-I Exam
This module – with an emphasis of 20% of the FRM-I exam – includes topics that are highly relevant for daily business life such as regression, ordinary least squares (OLS) and heteroscedasticity.
This course also focusses on volatility, on which most returns are depended, and which is based on important models such as EWMA (Exponentially Weighted Moving Average) and GARCH (Generalized AutoRegressive Conditional Heteroscedasticity).
|Properties of Probability||26:57|
|Basic Statistic Measures||21:07|
|Poisson Distribution and Bayes Theorem||20:15|
|Continous Probability Distribution||32:42|
|Key Properties of Chi-Squared, Student's t and Longnormal Distribution||30:37|
|Statistical Inteference and Hypothesis testing||33:44|
|Variations in Z-Test and F-Test||30:51|
|Basic concepts of Regression||38:05|
|Explained and Unexplained Variation||21:43|
|Hypothesis Tests and Confidence Intervals||22:01|
|Estimation of Volatility / EWMA and GARCH||24:24|
|GARCH and Monte Carlo Simulation||36:18|