CO3085 Risk Management
Course Structure Lesson 1 - Introduction to Financial Risk Management Lesson 2 - Introduction to Market Risk Measurement Lesson 3 -...
Tail systemic risk and contagion: Evidence from the Brazilian and Latin America banking network
Abstract In this study the tail systemic risk of the Brazilian banking system is examined, using the conditional quantile as the risk...
CO2080 Financial Markets
Course Structure Lessons - Mercado de Valores Objectives In this course of introductory level in finance, the student will be able to...
FZ3031 Risk Management and Regulations
Course Structure Lesson 1 - Introduction to Market Risk Measurement Lesson 2 - Sources of Market Risk Objectives In this course of...
FZ3006 Financial Programming
Course Structure Lesson 1 - Introduction to Programming with MATLAB Lesson 2 - Trading Mechanisms Lesson 3 - Backtesting and Automated...
FZ2017 Fixed-Income and Structured Products
Course Structure Lesson 1 - A Primer on Bond Basics Lesson 2 - An Introduction to Securitisation Lesson 3 - The Yield Curve Objectives...
EC2003 Financial Econometrics I
Course Structure Lesson 1 - Introduction to Econometrics of Financial Markets Lesson 2 - The Predictability of Asset Returns Lesson 3 -...
Multivariate Elliptical Truncated Moments (Journal of Multivariate Analysis - Vol 157, pp.29-44)
Abstract In this study, we derive analytic expressions for the elliptical truncated moment generating function (MGF), the zeroth-,...