Class 10: Chap 4

24 Outubro 2016, 11:00 • Alexandra Bugalho de Moura

Value at Risk: concept, methods to calculate, examples.

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Class 10: Chap 4

24 Outubro 2016, 09:30 • Alexandra Bugalho de Moura

Value at Risk: concept, methods to calculate, examples.

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A4

19 Outubro 2016, 18:00 • João Nicolau

    3.2 Portfolio Expected Return and Variance of Return. 

    3.3 Bayes's Formula.

    4 Common Probability Distributions 

    4.1 Discrete Random Variables. 

    4.2 Continuous Random Variables

    4.2.1 The LogNormal Distribution

    4.2.2 The Pareto Distribution

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Class 9: Chap 4

19 Outubro 2016, 11:00 • Alexandra Bugalho de Moura

Common probability distributions:

- lognormal distribution

- pareto distribution: tail index

- value at risk

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Class 9: Chap 4

19 Outubro 2016, 09:30 • Alexandra Bugalho de Moura

Common probability distributions:

- lognormal distribution

- pareto distribution: tail index

- value at risk

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