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Erschienen in:
2024 | OriginalPaper | Buchkapitel
Course Unit 1: Graphical Representation of Risks
verfasst von : Dietmar Ernst, Joachim Häcker
Erschienen in: Corporate Risk Management
Verlag: Springer Nature Switzerland
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Abstract
Course unit 1: Graphical illustration of risks.
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You receive a data set consisting of three assets representing commodity price change risk, exchange rate risk and interest rate risk.
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You will get to know the different calculations of discrete and continuous returns and will be able to calculate them for different periods of time.
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You will be able to represent continuous and discrete returns graphically and explain the statis-tical concepts behind them.
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You will be able to calculate skewness and kurtosis and interpret their contents.