Learn · Advanced Financial Instruments for Sustainable Business and Decentralized Markets

Lecture 24 of 36week-08

Lesson 24: Volatility Modelling

Prof. Abhinava Tripathi · IIT Kanpur

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Advanced Financial Instruments for Sustainable Business and Decentralized Markets, IIT Kanpur (at NPTEL)
Licence
CC BY-NC-SA, as NPTEL states it. Non-commercial use only.
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NPTEL states: "Distributed under Creative Commons Attribution-ShareAlike / CC BY - NC - SA", beside a BY-NC-SA badge.
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All the lectures

  1. Lesson 1: Introduction to Faculty and TA Video
  2. Lesson 2: Fundamentals of R Video
  3. Lesson 3: Data Cleaning Video
  4. Lesson 4 : Data Visualization Video
  5. Lesson 5 : Economic theory of choice Video
  6. Lesson 6: Introduction to Market Microstructure Video
  7. Lesson 7: Introduction to Risk and Return Video
  8. Lesson 8: Portfolio Theory and Asset Pricing Models Video
  9. Lesson 9: Portfolio Optimization and Mean Variance Framework Video
  10. Lesson 10: Advanced Portfolio Optimization Video
  11. Lesson 11: Introduction to Capital Asset Pricing Model (CAPM) Video
  12. Lesson 12: Single and MultiIndex Models Video
  13. Lesson 13: Introduction to Arbitrage Pricing Theory (APT) Video
  14. Lesson 14: Introduction to Carbon Markets Video
  15. Lesson 15: A Case Study on EUETS Video
  16. Lesson 16: A case study on EUETS Part 2 Video
  17. Lesson 17: Price Formation and Liquidity Dynamics Video
  18. Lesson 18: Global Emission Trading Systems Video
  19. Lesson 19: Carbon price determinants Video
  20. Lesson 20: Carbon market connectedness with other financial markets Video
  21. Lesson 21: Introduction to Univariate Models Video
  22. Lesson 22: Introduction to ARMA Process Video
  23. Lesson 23: Nonstationarity, Cointegration, and Error correction Models Video
  24. Lesson 24: Volatility Modelling Video
  25. Lesson 25: Tail Risk Measurement: VaR and CVaR (or ES) models Video
  26. Lesson 26: Introduction to Blockchain Video
  27. Lesson 27: Tutorial on data visualization Video
  28. Lesson 28: Tutorial on Portfolio construction with advanced financial market instruments Video
  29. Lesson 29: Introduction to Blockchain operations Video
  30. Lesson 30: Advanced Financial Markets Instruments: Return and Volatility Modelling and Forecasting Video
  31. Lesson 31: Introduction to Cryptography Video
  32. Lesson 32: Introduction to Cryptocurrencies Video
  33. Lesson 33: Introduction to Central Banking Digital Currency (CBDC) Video
  34. Lesson 34: Sustainable Investing Video
  35. Lesson 35: SRI across the Globe Video
  36. Lesson 36: Course Summary Video