Name: Estimating and identifying risk - 변동성과 극단값
Uploaded: 2023-04-14T00:00:00Z
Description: In this chapter, you’ll estimate risk measures using parametric estimation and historical real-world data. You'll then discover how Monte Carlo simulation can help you predict uncertainty. Lastly, you’ll learn how the global financial crisis signaled that randomness itself was changing, by understanding structural breaks and how to identify them.