Sumários

Market Risk Management and Measurement

23 Fevereiro 2026, 09:00 • MARIA KOSOLAPOVA

Quiz

Exercises: Monte Carlo KDE, Bootstrapping, FHS
Extreme Value Theory

Market Risk Management and Management

18 Fevereiro 2026, 13:30 • MARIA KOSOLAPOVA

Exercises: HS VaR and ES, parametric (normal) VarR and ES, delta-normal VaR and ES and EWMA volatility

Nonparametric approaches to Market Risk: KDE, Bootstrapping, FHS

Market RIsk Management and Measurement

18 Fevereiro 2026, 09:00 • MARIA KOSOLAPOVA

Exercises: HS VaR and ES, parametric (normal) VarR and ES, delta-normal VaR and ES and EWMA volatility

Nonparametric approaches to Market Risk: KDE, Bootstrapping, FHS

Market Risk Measurement and Management

9 Fevereiro 2026, 13:30 • MARIA KOSOLAPOVA

Linear and Non-Linear Portfolios, 

Delta-Normal and Delta-Gamma-Normal Approach
Measuring and Monitoring Volatility

Market Risk Management and Measurement

9 Fevereiro 2026, 09:00 • MARIA KOSOLAPOVA

Linear and Non-Linear Portfolios, 

Delta-Normal and Delta-Gamma-Normal Approach
Measuring and Monitoring Volatility