FINC3020 - Financial Risk Management

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Australia University of Sydney FINC3020 - Financial Risk Management


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Financial Risk Management Lab Exercise 2

This student studied:
University of Sydney - FINC3020 - Financial Risk Management

Mapping returns into coppulas. Subsequently exploring correlations and stress-testing those correlations using scenarios

1 Ex Credit

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Financial Risk Management Lab Exercise 1

This student studied:
University of Sydney - FINC3020 - Financial Risk Management

VaR Estimation using different techniques and volatility estimation for both individual securities and a portfolio.

2 Ex Credits

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