FINANCIAL MARKET COURSES
Japanese Equity Market
Receivable Finance (New)
Lending - An Introduction
The Lending Cycle
Commodities - An Introduction (Revised)
Commodities - Trading (New)
Commodities - Livestock (New)
Commodities - Softs (New)
Primer – MiFID II/MiFIR (New)
Understanding Private Wealth Management Business
Private Wealth Management Products & Services
Primer – Smart Beta (New)
Available on iPad and Android tablets as well as desktop
In simple terms, the concept of volatility refers to an asset's degree of unpredictable price change over a specified period of time. The more volatile an asset, the more difficult it is to predict where its price might be on a future date, and hence the greater the risk associated with the asset.
Volatility reached unprecedented levels in many markets in 2008 and huge losses were incurred by many market participants. This course looks at the concept of volatility and how it is assessed and estimated, with particular emphasis on the market volatility of 2008.
On completion of this course, you will be able to:
• Recognize the significance of market volatility and some indicators of this volatility
• Outline the main methods for estimating volatility
Topic 1: Random Variables
• What is Volatility?
• Why is Volatility Important?
• Stock Market Volatility
• Other Indicators of Stock Market Volatility
• Bond Market Volatility
• Currency Volatility
• Commodity Market Volatility
• The Impact of Volatility – Case Studies
Topic 2: Approaches to Volatility Estimation
• Historical Volatility
o Estimating Simple Historic Volatility
o Considerations in Using Historical Volatility
o EWMA Model
• Volatility Modelling
o ARCH Models
o GARCH Model
• Implied Volatility
Options – An Introduction - View Now
ESTIMATED COMPLETED TIME
Correlation & Regression Analysis
Two simple and meaningful ways to measure the relationships among variables are the statistical concepts of correlation and regression analysis. This course describes these techniques, and provides some examples of how they are applied in the financial world
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