Lecture notes on how to allocate different types of investment in a portfolio to manage risk
Lecture notes on limitations of the value at risk model, and conditinal value at risk models for financial risk management
Lecture notes on dice games and the applications to financial investment strategy
Lecture notes on use of extreme value theory in financial risk management
Lecture notes introducing the current and emerging varieties of financial technologies (fintech)
Lecture notes on the current and emerging varieties of financial technology, part 2
Technologies have profoundly transform the financial markets and in turn present new challenge to the financial education. For instance, as financial markets become more complex and generate more information, it also becomes more and more challenging for market participants to digest and manage the information overload. Upon completion of the course the students will develop a toolkit and will be conversant in current issues related to financial risk management including the dynamic market changes, new trends in financial analysis and a historical perspective on financial risk management.
Lecture notes for an introduction to portfolio management lesson
Lecture notes on data and models that financial professionals utilize to measure risk
Lecture notes introducing how market expectations are formed and how this applies to financial risk management
Lecture notes detailing data sources that help to analyze market and interest rate risk
Lecture notes defining Monte Carlo simulations, and introducing applications
Lecture notes for examples of using Monte Carlo simulations
Lecture notes for using Crystal Ball for modelling
Lecture notes on data science applications to financial risk management, part 1
Lecture notes on data science applications to financial risk management, part 2
Lecture notes on data science applications in financial risk management, part 4
Lecture notes on applications of stochastic optimization in financial risk management
Lecture notes on practical examples of using stochastic optimization in financial risk management
Lecture notes on the process of developing stochastic models, part 1