This is the fifth installment in the FT Business School series of online executive education courses, conducted in partnership with leading business schools.

VOLATILITY: How do you measure it when it is constantly changing?

TIME-VARYING VOLATILITY: how can ARCH and GARCH be used to measure risk?

RISK: Why are current risk measures so low, when we think there are serious financial risks?

LONG-RUN RISK: What are the implications for investors of a divergence between short and long-run risk

GLOBAL FINANCIAL VOLATILITY: What are the macroeconomic causes of long-run risks?

Teaches:

• Topics in Financial Econometrics
• Futures and Options
• Volatility

Research Interests:

• Financial Econometrics
• Time Series Analysis
• Volatility and Risk Management
• Empirical Market Microstructure

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