Market Risk Management (Bundle)

Basic, Intermediate and Advanced Risk Management for Traders, Back Office Employees and Managers

Topics covered at the Basic Level include:

Building Blocks of Market Risk
Financial Mathematics such as Time Value of Money
Statistical concepts such as Probability Distribution, Volatility, Correlation and Regression
Bond Pricing and Yield Analysis

Topics covered at the Intermediate Level:

Back Testing and Stress Testing that are presented with practical examples in an engaging and interactive fashion
A comprehensive survey of Value at Risk methodologies (assumptions, choice of models and the amount/type of exposure) used by leading finance institutions worldwide

Topics covered at the Advanced Level include:

An in-depth coverage of Advanced Market Risk Models, Statistical Models, Stress Testing & Scenario Analysis, and Risk-adjusted Performance Measurement
Complex theories and concepts are presented in a simple and easy-to-understand manner with practice exercises, calculators and other interactive features

Twenty modules divided into three categories: basic, intermediate and advanced. Learning time per module is 2 to 3 hours.