105.052 Risk Management
This course is in all assigned curricula part of the STEOP.
This course is in at least 1 assigned curriculum part of the STEOP.

2003W, VO, 2.0h, 3.0EC

Properties

Semester hours: 2.0
Credits: 3.0
Type: VO Lecture

Aim of course

This lecture course will provide you with the fundamental concepts of risk management, comprising methods and mathematical models. Examples from practice will form an interesting addition to the theory presented.

Subject of course

The lecture covers concepts, measurements, computations and applications of market risk, credit risk and operational risk. ALM(Asset Liability Management) risk and riskadjusted performance measurement will also be treated.

Lecturers

Fulmek, Markus

Institute

E105 Institute of Statistics and Mathematical Methods in Economics

Course dates

Day	Time	Date	Location	Description
Mon	16:30 - 18:00	13.10.2003	Sem.R. DA grün 06A	FULMEK
Mon	17:00 - 18:30	20.10.2003 - 29.01.2004	Sem.R. DA grün 06A	FULMEK

Show single appointments

Risk Management - Single appointments

Day	Date	Time	Location	Description
Mon	13.10.2003	16:30 - 18:00	Sem.R. DA grün 06A	FULMEK
Mon	20.10.2003	17:00 - 18:30	Sem.R. DA grün 06A	FULMEK
Mon	27.10.2003	17:00 - 18:30	Sem.R. DA grün 06A	FULMEK
Mon	03.11.2003	17:00 - 18:30	Sem.R. DA grün 06A	FULMEK
Mon	10.11.2003	17:00 - 18:30	Sem.R. DA grün 06A	FULMEK
Mon	17.11.2003	17:00 - 18:30	Sem.R. DA grün 06A	FULMEK
Mon	24.11.2003	17:00 - 18:30	Sem.R. DA grün 06A	FULMEK
Mon	01.12.2003	17:00 - 18:30	Sem.R. DA grün 06A	FULMEK
Mon	08.12.2003	17:00 - 18:30	Sem.R. DA grün 06A	FULMEK
Mon	15.12.2003	17:00 - 18:30	Sem.R. DA grün 06A	FULMEK
Mon	22.12.2003	17:00 - 18:30	Sem.R. DA grün 06A	FULMEK
Mon	29.12.2003	17:00 - 18:30	Sem.R. DA grün 06A	FULMEK
Mon	05.01.2004	17:00 - 18:30	Sem.R. DA grün 06A	FULMEK
Mon	12.01.2004	17:00 - 18:30	Sem.R. DA grün 06A	FULMEK
Mon	19.01.2004	17:00 - 18:30	Sem.R. DA grün 06A	FULMEK
Mon	26.01.2004	17:00 - 18:30	Sem.R. DA grün 06A	FULMEK

Examination modalities

To be held orally.

Course registration

Not necessary

Curricula

Study Code	Obligation	Semester	Precon.	Info
066 415 Actuarial Mathematics	Not specified

Literature

Presentation slides will be made available electronically.

Previous knowledge

Basic knowledge of probability theory and financial mathematics are not a requirement, but welcome.