Market Risk For Actuaries (Exams SP9/CM2/CP1) - Udemy
Duur: 1.5 hours
Richtprijs: $19.99
Taal: Engels
Aanbieder: Udemy
For the Actuarial Students
This course is designed for actuaries writing exam: SP9/CM2/CP1.
It is theoretical in nature and designed to introduce a student to the material.
It is not a substitute for studying, rather a supplement.
Introduction
Risk is defined as the consequences resulting from uncertainty.
Market Risk is defined as the unexpected changes in an assets price.
Content
Part 1 is an introduction to Risk and looks at the mathematical properties of risk measures.
Part 2 is about being aware of Market Risk
Part 3 is about identifying Market Risk and its sources of uncertainty.
Part 4 is about the models used to assess Market Risk
Part 5 is about managing Market Risk and going beyond just hedging and derivatives.
Part 6 is about monitoring Market Risk with the Sharpe and Sortino Ratios
Part 7 is about how Black Scholes can be used to calculate an Implied Volatility for Market Risk Models