
Expected Return and Standard Deviation of Portfolio
Minimum Variance Portfolio, Correlation between Portfolios
Efficient Frontiers
Capital Market Line
Standard CAPM
Non Standard CAPM
Risk & Risk Classification
Enterprise Risk Management
Adjustment & Valuation of Risk
Risk Management Process
Estimating Value
Appropriate Hedging
Advantages from Risk
Rewarding Risk Takers
Basic Steps in Building a Good Risk Management System
Examples of Corporate Risk Governance
Effects of Poor data on Business
Common Issues Resulting in Data Errors
Key Dimensions Characterizing Acceptable Data
Counting Principle
Conditional Probability
Properties of Probaility
Basic Statistic Measures
Variance Covariance
Coskewness And Cokurtosis
Probabilty Distribution
Bernoulli And Binomial Distribution
Poisson Distribution
Bayes Theorm
Continuous Prob Distribution
Properties Of Distribution
Hypothesis testing and Confidence intervals
Statistical Inteference And Hypothesis Testing
Examples
Variations In Z Test
Chi Square Test
F Test
Basic Concepts Of Regression
Regression Function
ANOVA
Hypothesis Testing Of A Two Variable Model
Homoskedasticity And Heteroskedasticity
Multiple Regression
Hypothesis Tests and Confidence Intervals in Multiple Regression
Volatility And EWMA
Decay Factor And GARCH
Monte Carlo Simulation
Introduction
Derivatives and its Traders
Margin Call
Delivery and Types of orders
Hedging using futures
Optimal hedging
Determination of Forward price
Value of forward contracts
Example
Commodity Futures
Eurodollar Futures
Commodity Spreads
Interest Rates Calculation
Bonds and Bond Pricing
Spot rates and FRA
Duration and Convexity
Yield Curves
Price Discount Factors and Arbitrage
One factor Risk Metrics and Hedges
Multi factor Risk Metrics and Hedges
Empirical Approach to Risk Metrics and Hedges
Options
Intrinsic Value of Options
Return on Options
Put Calll Parity
Bounds and Option values
Binomial Method Valuation
Replicating Call and Put Option
Risk Neutral Method
Black Scholes Model
Volatility and Limitations
Covered Call and Protective Put
Bull and Bear Spread
Butterfly Spread
Combination Strategies
Naked and Covered Position
Delta
Gamma and Theta
Vega and Rho
Comaprative Advantage- Swaps
Interest rate swaps
Valuation Of Swaps
Currency Swap
Credit Risk In Swaps
Commodities And Lease Rate
Storage Cost Convenience Yield And Hedging
Foreign Exchange
Corporate Bonds
Introduction to VaR
Measuring VaR
VaR Measurement Method
Quantifying volatility in var model Fat Tails
EWMA
GARCH
VaR Methodsfor Estimating Risk
Operational Risk and Its Approaches
Advanced Measuremen Approach
Scenario Analysis in Scarce Data
Credit Ratings
Rating System
Country Risk Ratings
Sovereign Ratings
Expected Loss
Issues in Parametrising Credit Risk Models
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