Financial Risk Measurement and Analysis
Master comprehensive risk measurement across equity, fixed income, derivatives, and FX markets in this professional certificate course.
Master comprehensive risk measurement across equity, fixed income, derivatives, and FX markets in this professional certificate course.
This comprehensive course explores risk measurement practices across major financial asset classes. Learn to analyze individual securities and portfolios using various risk measures including beta, duration, convexity, and Greeks. Study value at risk and expected shortfall for market and credit risk assessment. The course combines theoretical concepts with practical applications, examining risk reports from public financial institutions and providing hands-on experience with industry-standard risk measurement techniques.
4.8
(25 ratings)
Instructors:
English
Arabic, German, English, 9 more
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What you'll learn
Master beta calculation and interpretation for equity risk assessment
Apply duration and convexity measures for fixed income analysis
Understand and calculate option Greeks for derivatives risk management
Implement value at risk methodologies for portfolio risk measurement
Analyze credit risk using various measurement approaches
Skills you'll gain
This course includes:
PreRecorded video
Graded assignments, Exams
Access on Mobile, Tablet, Desktop
Limited Access access
Shareable certificate
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There are 2 modules in this course
This comprehensive course covers risk measurement across major financial markets and instruments. Students learn to analyze various risk types including market, credit, and portfolio risks. The curriculum includes advanced topics like duration and convexity for fixed income, Greeks for options, and value at risk calculations. Special emphasis is placed on practical applications and industry-standard risk measurement techniques. The course combines theoretical foundations with real-world examples and case studies.
Risk by Asset Class
Module 1
Portfolio Risk Measurement
Module 2
Fee Structure
Instructor
17 Courses
NYIF Instructor Specializing in Asset Pricing and Risk Management
Anton Theunissen is an instructor at the New York Institute of Finance (NYIF) with over twelve years of experience in financial services and more than a decade in academia, teaching finance, economics, and mathematics to both graduate and undergraduate students. His areas of expertise include asset pricing, fixed income, credit risk, market risk, and financial mathematics. Anton's research interests focus on the effects of securitization and rational default behavior on mortgage credit extension, contributing valuable insights to his teaching and coursework
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Frequently asked questions
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