Preparing for the Advanced Financial Modeler (AFM) Exam Uncategorized Current Status Not Enrolled Price 47 Get Started Take this Course Course Content MARKET RISK MEASUREMENT AND MANAGEMENT Estimating Market Risk Measures: An Introduction and Overview Non-parametric Approaches Parametric Approaches (II): Extreme Value Backtesting VaR VaR Mapping Messages from the academic literature on risk measurement for the trading book Correlation Basics: Definitions, Applications, and Terminology Empirical Properties of Correlation: How Do Correlations Behave in the Real World? Financial Correlation Modeling—Bottom-Up Approaches Empirical Approaches to Risk Metrics and Hedging The Science of Term Structure Models The Evolution of Short Rates and the Shape of the Term Structure The Art of Term Structure Models: Drift The Art of Term Structure Models: Volatility and Distribution Volatility Smiles Fundamental Review of the Trading Book Credit Risk Measurement and Management The Credit Decision The Credit Analyst Capital Structure in Banks Rating Assignment Methodologies 1 of 6
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