Lectures related to RiskMetrics

Explores the importance of aggregate risk and coherent risk measures, including their interpretation and implications.

Covers risk measures used for determining risk capital and capital adequacy.

Covers GARCH processes for financial time series analysis.

Covers volatility modeling in risk management, including ARMA, ARCH, GARCH models, causal representation, and forecasting.

Explores the convergence analysis of stochastic gradient algorithms under various operational modes and step-size sequences.