“Value-at-Risk – Theory and Practice” second edition is an eBook written by Glyn A. Holton and published in 2014 by the author as a full web based totally free eBook, available in www.value-at-risk.net. If you want to learn in depth about VaR, this is definitely the eBook for you. Don’t miss this great opportunity. About the […]
Quantitative
8 Risk Management Blogs You Must Follow
We are avid consumers of every piece of content related to Risk Management. In fact, this was one of the key drivers when we decided to launch our Risk Management Guru blog. The whole idea is to use this platform to share and distribute any relevant Risk Management content or publication that we feel might […]
FREE COURSE: Financial Engineering and Risk Management Part I
Created by Columbia University, this course ranges concepts from finance, economics, mathematics, statistics, engineering and computational methods. The main focus if the course is on financial engineering and risk management, where the use of simple stochastic models to price derivative securities in various asset classes including equities, fixed income, credit and mortgage-backed securities is also […]
INFOGRAPHIC: A Look at Top Banking Trends in 2016
Thanks to the rise of chip-based credit cards and person-to-person payment systems, 2015 was a transformative time for banking institutions. But statistics gathered for a recent CDW infographic indicate that 2016 will be no less eventful. The continued shift to digital represents one of the biggest banking trends in the new year. More than 60 […]
BIS: Market Risk Capital Requirements FAQ
In January 2016, the Basel Committee on Banking Supervision published the standard Minimum capital requirements for market risk (access the BIS full text here). With the goal of promoting a consistent global implementation of this standard, which is to become the basis for Pillar 1 capital requirements in 2019, the Basel Committee periodically reviews frequently […]
FREE COURSE: Financial Markets
This is a great opportunity for anyone who wants to improve their knowledge in Financial Markets. It’s a FREE course created by Yale University and starts on Jan 23. A summary of the course content and syllabus is explained below. Course Syllabus Week 1: Basic Principles of Finance and Risk Management (5 videos, 1 reading) Reading: Optional […]
10 Essential Risk Management Videos – Part 2
In part 1 of this article I’ve included a series of relevant Risk Management videos, covering conceptual topics around investing with derivatives securities such as Forwards, Futures, Hedging, Hedging with Futures, Put/Call Options, etc. This article covers additional videos focusing on Risk and Reward concepts such as Systematic Risk (not to be confused with Systemic Risk), Total Risk, Portfolio Risk […]
FREE COURSE: Introduction to Programming with MATLAB
Today we share another Coursera free course this time focusing on programming with MATLAB. For those unfamiliar, MATLAB is a high-performance language for technical computing. It integrates computation, visualization, and programming in an easy-to-use environment (high level) where problems and solutions are expressed in familiar mathematical notation. Typical uses include math and computation, modelling, scientific and engineering, data […]
