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Volatility and Correlation - Self paced e-learning course
Financial Training Partner a/s
Course Description
- Historic Volatility and Correlation, EWMA
- Implied Volatility and Correlation
- Stochastic Volatility and Correlation, GARCH
- Estimating Volatility using Excel
Course Objective
You will be introduced to how historical volatility and correlation is calculated. Furthermore you will get an overview of the most common techniques behind estimation of volatility such as simple moving average, exponentially weighted moving average and GARCH. In addition you will gain insight into how correlation between assets influence estimation of volatility. Finally you will learn how to use Excel as a tool for volatility estimation.
Course Prerequisites: A basic understanding of mathematics.
Course Level: Intermediate/Advanced
The course is relevant for:
People who want to have more than a basic understanding of volatility and correlation. This could be risk managers, controllers, analysts etc.
Language: English
Format: Distance Learning
Course sign-up:
2 months' access to the 'Volatility and Correlation' e-learning course. On reciept of your payment we will send you an e-mail with your personal username and password.
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