105.101 Quantitative methods in risk management

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

Institute

Course dates

DayTimeDateLocationDescription
Mon10:00 - 12:3001.10.2007 - 02.02.2008FH Hörsaal 2 HUBALEK
Quantitative methods in risk management - Single appointments
DayDateTimeLocationDescription
Mon01.10.200710:00 - 12:30FH Hörsaal 2 HUBALEK
Mon08.10.200710:00 - 12:30FH Hörsaal 2 HUBALEK
Mon15.10.200710:00 - 12:30FH Hörsaal 2 HUBALEK
Mon22.10.200710:00 - 12:30FH Hörsaal 2 HUBALEK
Mon29.10.200710:00 - 12:30FH Hörsaal 2 HUBALEK
Mon05.11.200710:00 - 12:30FH Hörsaal 2 HUBALEK
Mon12.11.200710:00 - 12:30FH Hörsaal 2 HUBALEK
Mon19.11.200710:00 - 12:30FH Hörsaal 2 HUBALEK
Mon26.11.200710:00 - 12:30FH Hörsaal 2 HUBALEK
Mon03.12.200710:00 - 12:30FH Hörsaal 2 HUBALEK
Mon10.12.200710:00 - 12:30FH Hörsaal 2 HUBALEK
Mon17.12.200710:00 - 12:30FH Hörsaal 2 HUBALEK
Mon24.12.200710:00 - 12:30FH Hörsaal 2 HUBALEK
Mon31.12.200710:00 - 12:30FH Hörsaal 2 HUBALEK
Mon07.01.200810:00 - 12:30FH Hörsaal 2 HUBALEK
Mon14.01.200810:00 - 12:30FH Hörsaal 2 HUBALEK
Mon21.01.200810:00 - 12:30FH Hörsaal 2 HUBALEK
Mon28.01.200810:00 - 12:30FH Hörsaal 2 HUBALEK

Examination modalities

continuous evaluation

Course registration

Not necessary

Curricula

Study CodeObligationSemesterPrecon.Info
No records found.

Literature

No lecture notes are available.

Language

German