- Understand the basic principles of volatility and correlation and how they are applied in the measurement of risk.
- Compare historical and implied volatility and correlation.
- Examine kurtosis and skew relative to the normal distribution.
- Explore time weighting of volatility to control its response to changes in market conditions (Excel).
- Calculate volatility, adjusted for fat tails (kurtosis), and time-weighting, for the purpose of measuring risk (Excel).
- Staff and management in Risk, Finance, Operations, Audit, Risk IT, and Front Office, in financial organizations globally.
- Earn verifiable Continuing Education and Professional Development credits with Optimal MRM’s e-Learning program.
Recommended Course Prerequisites:
How long do I have to complete this course?
You will have access to course content for 270 days from enrollment date and can choose to complete the course at any time during this period.