105.603 Risk management in finance and insurance
This course is in all assigned curricula part of the STEOP.
This course is in at least 1 assigned curriculum part of the STEOP.

2014S, VU, 4.0h, 6.0EC

Properties

  • Semester hours: 4.0
  • Credits: 6.0
  • 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
Tue10:00 - 12:0004.03.2014 - 17.06.2014FH Hörsaal 3 - MATH .
Fri10:00 - 12:0007.03.2014FH Hörsaal 3 - MATH .
Fri10:00 - 12:0014.03.2014 - 28.03.2014Hörsaal 15 .
Fri10:00 - 12:0004.04.2014HS 11 Paul Ludwik UE-Test
Fri10:00 - 12:0011.04.2014 - 20.06.2014FH Hörsaal 3 - MATH .
Tue10:00 - 12:0020.05.2014HS 7 Schütte-Lihotzky - ARCH UE-Test
Tue10:30 - 12:3024.06.2014Informatikhörsaal - ARCH-INF UE-Test
Fri11:00 - 12:3027.06.2014FH Hörsaal 3 - MATH Späterer Beginn!
Risk management in finance and insurance - Single appointments
DayDateTimeLocationDescription
Tue04.03.201410:00 - 12:00FH Hörsaal 3 - MATH .
Fri07.03.201410:00 - 12:00FH Hörsaal 3 - MATH .
Tue11.03.201410:00 - 12:00FH Hörsaal 3 - MATH .
Fri14.03.201410:00 - 12:00Hörsaal 15 .
Tue18.03.201410:00 - 12:00FH Hörsaal 3 - MATH .
Fri21.03.201410:00 - 12:00Hörsaal 15 .
Tue25.03.201410:00 - 12:00FH Hörsaal 3 - MATH .
Fri28.03.201410:00 - 12:00Hörsaal 15 .
Tue01.04.201410:00 - 12:00FH Hörsaal 3 - MATH .
Fri04.04.201410:00 - 12:00HS 11 Paul Ludwik UE-Test
Tue08.04.201410:00 - 12:00FH Hörsaal 3 - MATH .
Fri11.04.201410:00 - 12:00FH Hörsaal 3 - MATH .
Tue29.04.201410:00 - 12:00FH Hörsaal 3 - MATH .
Fri02.05.201410:00 - 12:00FH Hörsaal 3 - MATH .
Tue06.05.201410:00 - 12:00FH Hörsaal 3 - MATH .
Fri09.05.201410:00 - 12:00FH Hörsaal 3 - MATH .
Tue13.05.201410:00 - 12:00FH Hörsaal 3 - MATH .
Fri16.05.201410:00 - 12:00FH Hörsaal 3 - MATH .
Tue20.05.201410:00 - 12:00HS 7 Schütte-Lihotzky - ARCH UE-Test
Fri23.05.201410:00 - 12:00FH Hörsaal 3 - MATH .

Course registration

Begin End Deregistration end
03.02.2014 00:00 09.03.2014 23:59 30.03.2014 23:59

Curricula

Study CodeObligationSemesterPrecon.Info
033 205 Financial and Actuarial Mathematics Mandatory6. Semester
066 405 Financial and Actuarial Mathematics Mandatory elective
860 GW Optional Courses - Technical Mathematics Not specified

Literature

 

Language

German