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Risk modeling. VaR, CVaR, and Monte Carlo simulation for risk.
Estimated completion time: 21 lessons • Self-paced learning • Lifetime access
Quantitative risk.
Quantitative risk models. VaR, CVaR, Monte Carlo simulation, and stress testing.
Credit scoring, default probability, and credit portfolio models.
Quant research. Strategy backtesting, alpha research, and quantitative signal generation.