Class Central is learner-supported. When you buy through links on our site, we may earn an affiliate commission.

Beijing Technology and Business University

量化风险管理

Beijing Technology and Business University via XuetangX

Go to class Write review
Scrimba Ad

Get 20% off all career paths from fullstack to AI

Learn More → Coursera Ad

AI, Data Science & Cloud Certificates from Google, IBM & Meta

Learn More →

Overview

Google, IBM & Meta Certificates — All 10,000+ Courses at 40% Off
One annual plan covers every course and certificate on Coursera. 40% off for a limited time.
Get Full Access





本课程聚焦量化风险管理的核心框架与智能分析技术，系统讲解市场风险的度量模型及巴塞尔协议等监管要求。课程结合金融科技与机器学习方法，培养学生运用VaR、压力测试、Copula函数等工具进行风险建模与对冲的实战能力。



Syllabus

  • 第一章 导论
    • 第二章 金融衍生品与对冲
      • 第三章 波动率
        • 第四章 在险价值
          • 第五章 相关性风险
            • 第六章 机器学习
              • 期末考试

                Taught by

                Yanting Zheng, Le Yu, and Jie Li

                Tags

                Reviews

                Start your review of 量化风险管理

                Go to class

                Never Stop Learning.

                Get personalized course recommendations, track subjects and courses with reminders, and more.

                Sign up for free
                Someone learning on their laptop while sitting on the floor.