A financial portfolio is almost always modeled as the sum of correlated random variables. Measuring the risk of this portfolio accurately is important for all kinds of applications: the financial crisis of 2007, the failure of the famous hedge fund LTCM and many other mishaps are attributable to poor risk modeling.
In this course, we cover the theory and practice of robust risk modeling:
Loonycorn is us, Janani Ravi and Vitthal Srinivasan. Between us, we have studied at Stanford, been admitted to IIM Ahmedabad and have spent years working in tech, in the Bay Area, New York, Singapore and Bangalore.
Janani: 7 years at Google (New York, Singapore); Studied at Stanford; also worked at Flipkart and Microsoft
Vitthal: Also Google (Singapore) and studied at Stanford; Flipkart, Credit Suisse and INSEAD too
We think we might have hit upon a neat way of teaching complicated tech courses in a funny, practical, engaging way, which is why we are so excited to be here on Udemy!
We hope you will try our offerings, and think you'll like them :-)