|
週次 |
日期 |
單元主題 |
|
Week 1 |
9/17 |
Introduction |
|
Week 2 |
9/24 |
The Rise of Value at Risk |
|
Week 3 |
10/01 |
Measures of Financial Risk |
|
Week 4 |
10/08 |
Estimating Market Risk Measures - An Introduction and Overview |
|
Week 5 |
10/15 |
Non-Parametric Risk Measurement |
|
Week 6 |
10/22 |
Some tools for data analysis |
|
Week 7 |
10/29 |
Forecasting volatilities, covariances and correlations |
|
Week 8 |
11/05 |
PCA & Copulas |
|
Week 9 |
11/12 |
Mid-term |
|
Week 10 |
11/19 |
Parametric Risk Measurement |
|
Week 11 |
11/26 |
Extreme-Value Risk Measurement |
|
Week 12 |
12/03 |
Monte Carlo Simulation Methods |
|
Week 13 |
12/10 |
Options Risk Measurment & Mapping Positions to Risk Factors |
|
Week 14 |
12/17 |
Stress Test |
|
Week 15 |
12/24 |
Backtesting |
|
Week 16 |
12/31 |
Paper Presentations |
|
Week 17 |
1/07 |
Paper Presentations |