概要

This eCourse consists of two modules. Module 1 describes the statistical concepts of correlation and regression analysis, which are the techniques of measuring the relationships among variables. It provides some examples of how they are applied in the financial world.

Module 2 looks at the concept of volatility and how it is assessed and estimated, with particular emphasis on the market volatility of 2008.

宗旨

On completion of this course, you will be able to:
- Describe the concept of correlation and compute the correlation coefficient between two variables
- Use regression analysis to model the relationship between variables
- Recognize the significance of market volatility and some indicators of this volatility
- Outline the main methods for estimating volatility

內容

Module 1: Correlation & Regression Analysis
Topic 1: Correlation
Topic 2: Regression Analysis

Module 2: Estimating Volatility
Topic 1: Overview of Volatility
Topic 2: Approaches to Volatility Estimation