1:04:36Aggregate risk (QRM Chapter 8)
A 65-minute video from QRM Tutorial: “Aggregate risk (QRM Chapter 8)”.
QRM Tutorial
3.25K subscribers on YouTube
Shorts, livestreams, trailers and promos are never listed. Unless a curator approved this channel in full, only individually picked videos appear.
1:04:36
1:29:37Basic concepts in risk management (QRM Chapter 2)
A 90-minute video from QRM Tutorial: “Basic concepts in risk management (QRM Chapter 2)”.
15:39Construction of elliptical distributions (Excerpt QRM Chapter 6)
A 16-minute video from QRM Tutorial: “Construction of elliptical distributions (Excerpt QRM Chapter 6)”.
3:16:20Copulas and dependence (QRM Chapter 7)
A 196-minute video from QRM Tutorial: “Copulas and dependence (QRM Chapter 7)”.
2:31:52Credit risk (QRM Chapter 10)
A 152-minute video from QRM Tutorial: “Credit risk (QRM Chapter 10)”.
7:24Elliptical distributions in R (Excerpt QRM Chapter 6)
A 7-minute video from QRM Tutorial: “Elliptical distributions in R (Excerpt QRM Chapter 6)”.
1:31:06Empirical properties of financial data (QRM Chapter 3)
A 91-minute video from QRM Tutorial: “Empirical properties of financial data (QRM Chapter 3)”.
1:38:26Extreme value theory (QRM Chapter 5)
A 98-minute video from QRM Tutorial: “Extreme value theory (QRM Chapter 5)”.
1:51:00Financial time series (QRM Chapter 4)
A 111-minute video from QRM Tutorial: “Financial time series (QRM Chapter 4)”.
46:05Introduction to counterparty risk (QRM Chapter 17)
A 46-minute video from QRM Tutorial: “Introduction to counterparty risk (QRM Chapter 17)”.
16:25Introduction to risk measurement and risk measures (Excerpt QRM Chapter 2)
A 16-minute video from QRM Tutorial: “Introduction to risk measurement and risk measures (Excerpt QRM Chapter 2)”.
2:59:28Market risk (QRM Chapter 9)
A 179-minute video from QRM Tutorial: “Market risk (QRM Chapter 9)”.
2:17:05Multivariate models (QRM Chapter 6)
A 137-minute video from QRM Tutorial: “Multivariate models (QRM Chapter 6)”.
32:27Multivariate time series (QRM Chapter 14)
A 32-minute video from QRM Tutorial: “Multivariate time series (QRM Chapter 14)”.
1:30:10Portfolio credit risk management (QRM Chapter 11)
A 90-minute video from QRM Tutorial: “Portfolio credit risk management (QRM Chapter 11)”.
52:48Risk in perspective (QRM Chapter 1)
A 53-minute video from QRM Tutorial: “Risk in perspective (QRM Chapter 1)”.