Description
In this e-Learning course, we delve into the essential concepts of volatility and correlation in the context of risk assessment. We engage with you in practical exercises in Excel, to calculate volatility and correlation for different asset classes, adjusted for fat tails (kurtosis), and time-weighting to measure risk effectively.
Who Should Enroll:
This course is ideal for finance professionals, risk analysts, traders, and anyone seeking to enhance their risk management expertise. It is suitable for College and University students who aspire to become risk and finance professionals.
What You Will Gain:
Upon completing this course, you will:
- Gain a deep understanding of how volatility and correlation are calculated.
- Learn how to effectively time-weight volatility to adapt to changing market conditions, using Excel as a practical tool.
- Calculate risk-adjusted volatility considering fat tails and time-weighting using Excel, providing you with actionable skills for risk measurement.
Course Duration:
1 hour
Course Access Duration:
270 days starting from enrollment date.
