FINC3020 Premium Notes
Subject notes for USYD FINC3020
Description
These set of notes cover the following topics: 1. Introduction 2. Value at Risk 3. Volatility 4. Correlations and Copulas 5. Regulation and the Basel Accord 6. Market Risk VaR: Historical Simulation Approach 7. Market Risk VaR: Model Building Approach 8. Credit Risk: Estimating Default Probabilities and VaR 9. Operational Risk, Liquidity Risk and Model Risk
USYD
Semester 2, 2021
50 pages
15,364 words
$34.00
Campus
USYD, Camperdown/Darlington
Member since
February 2023