Value at Risk Courses and Certifications

Risk and Financial Crises - Probability Theory in Financial Markets

Explore probability theory in financial crises context, covering expected value, variance, covariance, and regression analysis. Learn about risk decomposition and the limitations of normal distribution assumptions in finance.

• YouTube
• 1 hour 10 minutes
• On-Demand
• Free Video

Quantitative Risk Management in R

Work with risk-factor return series, study their empirical properties, and make estimates of value-at-risk.

• DataCamp
• 5 hours
• On-Demand
• Free Trial Available

Quantitative Risk Management in Python

Learn about risk management, value at risk and more applied to the 2008 financial crisis using Python.

• DataCamp
• 4 hours
• On-Demand
• Free Trial Available

GARCH Models in R

Specify and fit GARCH models to forecast time-varying volatility and value-at-risk.

• DataCamp
• 4 hours
• On-Demand
• Free Trial Available

Quantitative Financial Modeling in Microsoft Excel

137 ratings at Udemy

Learn how to build financial models in Excel and VBA for different financial topics

• Udemy
• 1-2 hours
• On-Demand
• Paid Course

Introduction to Portfolio Risk Management in Python

11 ratings at DataCamp

Evaluate portfolio risk and returns, construct market-cap weighted equity portfolios and learn how to forecast and hedge market risk via scenario generation.

• DataCamp
• 4 hours
• On-Demand
• Free Trial Available

Finance 305: Risk Management

Comprehensive exploration of risk management principles, covering enterprise, investment, and financial risks, measurement techniques, regulatory aspects, and decision-making strategies.

• Study.com
• 9 hours 52 minutes
• On-Demand
• Paid Course

Microcredential

Stress Testing and Risk Regulation – Part 2

Learn how to define a reverse stress test and compare it to a conventional stress test.

• edX
• 4 weeks, 1-2 hours a week
• On-Demand
• Paid Course

Microcredential

Risk Management

Comprehensive survey of risk management practices, covering major risk types, tools, techniques, and regulations. Learn from experienced Wall Street instructors through case studies and practical analyses.

• edX
• 21 weeks, 1-2 hours a week
• On-Demand
• $1,895.00
• 6 courses

Society for Industrial and Applied Mathematics

Risk Management of Option Books with Arbitrage-Free Neural-SDE Market Models

Explore advanced risk management techniques for option books using arbitrage-free neural-SDE market models, covering nonparametric modeling, inference, and hedging strategies with real-world applications.

• YouTube
• 54 minutes
• On-Demand
• Free Video

An Open Source Architecture for Modernizing Market Risk Management

Modernizing market risk management with open-source architecture: scaling calculations, accelerating model deployment, and improving risk management through hybrid cloud, DevSecOps, and event-driven architecture.

• YouTube
• 28 minutes
• On-Demand
• Free Video

Alan Turing Institute

Dependence, Uncertainty, and Risk - Prof. Paul Embrechts

Explore quantitative risk management through extremal bounds for risk measures, focusing on uncertainty in interdependence between risk factors and its impact on portfolio analysis.

• YouTube
• 47 minutes
• On-Demand
• Free Video

Wondrium

The Great Recession - International Economic Institutions

Explore the Great Recession's causes, from misused financial tools to government policy mistakes. Analyze risk management, mortgage markets, and economic decision-making in this insightful examination of the 2008 financial crisis.

• YouTube
• 32 minutes
• On-Demand
• Free Video

Financial Econometrics

Master financial data analysis through econometric techniques, forecasting models, asset pricing, and volatility modeling for banking and investment applications. Learn to apply statistical tools for market analysis and risk assessment.

• Swayam
• 12 weeks
• On-Demand
• Free Online Course

Investment Risk Management

1674 ratings at Coursera

Learn to quantify investment risk-to-reward using Treynor Ratio and calculate value at risk for portfolios, enhancing your financial risk management skills.

• Coursera
• 1 hour 40 minutes
• On-Demand
• Paid Course