105.101 Quantitative methods in risk management

2006W, VU, 3.0h, 4.5EC

Properties

Semester hours: 3.0
Credits: 4.5
Type: VU Lecture and Exercise

Aim of course

The aim is to get an overview of quantitative methods in risk management, and to apply those methods in concrete examples.

Subject of course

We consider different kinds of risk and their modelling, in particular market risk, credit risk, and operational risk. A main topic is the modelling of dependent defaults in a credit portfolio. Another topic is the application of Monte Carlo Simulation techniques for risk management purposes.

Lecturers

Institute

E105 Institute of Statistics and Mathematical Methods in Economics

Course dates

Day	Time	Date	Location	Description
Mon	09:30 - 10:30	02.10.2006		Vorbesprechung: HUBALEK
Mon	09:30 - 12:00	09.10.2006 - 31.01.2007		HUBALEK

Show single appointments

Quantitative methods in risk management - Single appointments

Day	Date	Time	Description
Mon	02.10.2006	09:30 - 10:30	Vorbesprechung: HUBALEK
Mon	09.10.2006	09:30 - 12:00	HUBALEK
Mon	16.10.2006	09:30 - 12:00	HUBALEK
Mon	23.10.2006	09:30 - 12:00	HUBALEK
Mon	30.10.2006	09:30 - 12:00	HUBALEK
Mon	06.11.2006	09:30 - 12:00	HUBALEK
Mon	13.11.2006	09:30 - 12:00	HUBALEK
Mon	20.11.2006	09:30 - 12:00	HUBALEK
Mon	27.11.2006	09:30 - 12:00	HUBALEK
Mon	04.12.2006	09:30 - 12:00	HUBALEK
Mon	11.12.2006	09:30 - 12:00	HUBALEK
Mon	18.12.2006	09:30 - 12:00	HUBALEK
Mon	25.12.2006	09:30 - 12:00	HUBALEK
Mon	01.01.2007	09:30 - 12:00	HUBALEK
Mon	08.01.2007	09:30 - 12:00	HUBALEK
Mon	15.01.2007	09:30 - 12:00	HUBALEK
Mon	22.01.2007	09:30 - 12:00	HUBALEK
Mon	29.01.2007	09:30 - 12:00	HUBALEK

Course registration

Not necessary

Curricula

Study Code	Obligation	Semester	Precon.	Info
No records found.

Literature

No lecture notes are available.

Language

German

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