Dowd, Chapter 3: Estimating Market Risk Measures is a 42-minute instructional video analyzing the following concepts:

* Estimate VaR using a historical simulation approach.

* Estimate VaR using a parametric approach for both normal and lognormal return distributions.

* Estimate the expected shortfall given P/L or return data.

* Define coherent risk measures.

* Estimate risk measures by estimating quantiles.

* Evaluate estimators of risk measures by estimating their standard errors.

* Interpret QQ plots to identify the characteristics of a distribution.