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105.101
Quantitative methods in risk management
2010W
2009W
2008W
2007W
2006W
2007W, 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
Hubalek, Friedrich
Leitner, Johannes
Institute
E105 Institute of Statistics and Mathematical Methods in Economics
Course dates
Day
Time
Date
Location
Description
Mon
10:00 - 12:30
01.10.2007 - 02.02.2008
FH Hörsaal 2
HUBALEK
Show single appointments
Quantitative methods in risk management - Single appointments
F
P
1
N
E
Day
Date
Time
Location
Description
Mon
01.10.2007
10:00 - 12:30
FH Hörsaal 2
HUBALEK
Mon
08.10.2007
10:00 - 12:30
FH Hörsaal 2
HUBALEK
Mon
15.10.2007
10:00 - 12:30
FH Hörsaal 2
HUBALEK
Mon
22.10.2007
10:00 - 12:30
FH Hörsaal 2
HUBALEK
Mon
29.10.2007
10:00 - 12:30
FH Hörsaal 2
HUBALEK
Mon
05.11.2007
10:00 - 12:30
FH Hörsaal 2
HUBALEK
Mon
12.11.2007
10:00 - 12:30
FH Hörsaal 2
HUBALEK
Mon
19.11.2007
10:00 - 12:30
FH Hörsaal 2
HUBALEK
Mon
26.11.2007
10:00 - 12:30
FH Hörsaal 2
HUBALEK
Mon
03.12.2007
10:00 - 12:30
FH Hörsaal 2
HUBALEK
Mon
10.12.2007
10:00 - 12:30
FH Hörsaal 2
HUBALEK
Mon
17.12.2007
10:00 - 12:30
FH Hörsaal 2
HUBALEK
Mon
24.12.2007
10:00 - 12:30
FH Hörsaal 2
HUBALEK
Mon
31.12.2007
10:00 - 12:30
FH Hörsaal 2
HUBALEK
Mon
07.01.2008
10:00 - 12:30
FH Hörsaal 2
HUBALEK
Mon
14.01.2008
10:00 - 12:30
FH Hörsaal 2
HUBALEK
Mon
21.01.2008
10:00 - 12:30
FH Hörsaal 2
HUBALEK
Mon
28.01.2008
10:00 - 12:30
FH Hörsaal 2
HUBALEK
F
P
1
N
E
Examination modalities
continuous evaluation
Course registration
Not necessary
Curricula
Study Code
Obligation
Semester
Precon.
Info
No records found.
Literature
No lecture notes are available.
Language
German