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Measuring Risk: Equity, Fixed Income, Derivatives

What you'll learn

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  • Understand beta as a measure of equity risk.
  • Describe duration and convexity as first and second order interest rate sensitivity / risk measures for fixed income instruments.
  • Explain and provide examples of linear and non-linear (‘convex’) securities.
  • Describe and the sensitivity measures (Greeks) for options.
  • Describe the various approaches utilized for determining value at risk and expected shortfall as measures of market and credit risk for portfolios.

Offered By:  NYIF

Course Duration:  4 weeks

  • ₹ 18,339