Financial Risk Mgmt & Regulation · Mathematics
This class definitely give me an understanding of how important is coding.
Pretty much every thing in financial risk management. Very pratical course. Also, my coding skill improved a lot.
how to calculate VaR and ES in parametric, historical, and Monte Carlo simulation method by python.
Mathematical and financial knowledge and programming skills to model and calculate the risk of a portfolio
This is an excellent course, maybe the best I've taken in the MAFN program. The lectures, homeworks and final project are extremely practical and well designed. This course does a great job of providing context and application for abstract math concepts and theory. Beyond an understanding of risk, this course helped strengthen me in stochastic processes, statistics, and programming.
it prep you well and it is structure class for people who want to go do risk
This course is very heavy in terms of workload IMO. On top of the workload, you'll have to study a lot on your own if you want to get the most out of it. But definitely take it if you're really interested in financial risk management.
Calculated VaR and ES use GBM, monte carlo simulation and history ways