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What is 1457-Module 4 PPT about?

This document discusses volatility and correlation measures of market risk, defining volatility as the uncertainty of future market variable values. It outlines methods for estimating volatility, including historical data and implied volatility from options, and introduces models like EWMA and GARCH for forecasting. Additionally, it emphasizes the importance of correlation in assessing portfolio risk.

Author

yavnikspirit

Language

EN