| 000 | 02626ngm a2200361 a 4500 | ||
|---|---|---|---|
| 001 | 0000025154 | ||
| 005 | 20230921135138.0 | ||
| 006 | m c | ||
| 007 | cr|cna|||a|||| | ||
| 007 | vz|czazum | ||
| 008 | 080121s2007 enk|||||||||||s|||v|eng d | ||
| 028 | 5 | 0 |
_a1388 _bHenry Stewart Talks |
| 035 | _aHST1388_1_2 | ||
| 035 | _a000868755 | ||
| 040 | _aKCL | ||
| 100 | 1 |
_aChristodoulakis, George A., _u(Advisor at Bank of Greece, Greece) _4spk |
|
| 245 | 1 | 0 |
_aVolatility _h[electronic resource] / _cGeorge A. Christodoulakis. |
| 260 |
_aLondon : _bHenry Stewart Talks, _c2007. |
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| 300 |
_a1 online resource (1 streaming video file (44 min.) : _bcolor, sound). |
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| 490 | 1 | _aQuantitative financial risk management : fundamentals, models and techniques | |
| 500 | _aAnimated audio-visual presentations with synchronized narration. | ||
| 500 | _aTitle from title frames. | ||
| 505 | 0 | _aContents: Volatility is the most heavily used measure of risk in financial decision making. This presentation commences with a discussion on the validity of various measures of risk, and a statement of conditions under which volatility is a good measure. It begins with an explanation of the empirical properties of data and their dynamics and why models need to capture these characteristics. This is followed by a detailed analysis of various approaches of volatility estimation with particular emphasis on dynamic models in both univariate and multivariate contexts. Then techniques for volatility model validation are given together with an explanation of a number of possible pitfalls. Finally, the presentation focuses on out-of-sample volatility forecasting using dynamic models and various methods for volatility forecast evaluation. | |
| 506 | _aAccess restricted to subscribers. | ||
| 538 | _aMode of access: World Wide Web. | ||
| 538 | _aSystem requirements: Browser compatibility: updated Mozilla Firefox, Google Chrome, Safari or Internet Explorer 8+. Browser settings: enable JavaScript, enable cookies from the Henry Stewart Talks site. Required Desktop Browser plugins & viewers: Updated Adobe Flash Player & Adobe Acrobat Reader. Mobile device & operating system versions: Android v2.1+, iPhone 4+ (iOS v5.x+), iPad 2+ (iOS v5.x+), BlackBerry OS v7.0+, Windows Phone v6.5.1+. | ||
| 650 | 0 | _aFinancial risk management. | |
| 830 | 0 |
_aHenry Stewart talks. _pMarketing & management collection. _pQuantitative financial risk management |
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| 856 | 4 | 0 | _uhttp://hstalks.com/lib.php?t=HST48.1388&c=250 |
| 856 | 4 | 2 |
_uhttp://hstalks.com/lib.php?t=HST48&c=250 _3Series |
| 908 | _a141013 | ||
| 989 | _a20230822095114.0 | ||
| 999 |
_c6250 _d6250 |
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