Instructional Video: Dowd, Chapter 4: Non-parametric Approaches

Dowd, Chapter 4: Non Parametric Approaches is a 47-minute instructional video analyzing the following concepts:

* Apply the bootstrap historical simulation approach to estimate coherent risk measures.
* Describe historical simulation using non-parametric density estimation.
* Compare and contrast the age-weighted, the volatility-weighted, the correlation-weighted and the filtered historical simulation approaches.
* Identify advantages and disadvantages of non-parametric estimation methods.

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