In this course, you will :
- Recap how risk and return are related to each other, identify risk factors, and use them to reacquaint ourselves with Modern Portfolio Theory as applied to the 2007-2008 global financial crisis.
- Learn how to hedge an options portfolio using the Black-Scholes model to reduce risk exposure.
- Understanding structural breaks and how to identify them will help you understand how the global financial crisis signalled that randomness itself was changing.
- Learn how to use neural networks to approximate loss distributions and perform real-time portfolio optimization.
- Risk and return recap
- Goal-oriented risk management
- Estimating and identifying risk
- Advanced risk management