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.

2015S, VU, 4.0h, 6.0EC
TUWEL

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 - 12:0010.03.2015 - 02.06.2015FH Hörsaal 3 - MATH .
Fri10:00 - 12:0013.03.2015 - 22.05.2015FH Hörsaal 3 - MATH .
Fri13:00 - 15:0027.03.2015HS 7 Schütte-Lihotzky - ARCH QRM Practice
Wed12:30 - 14:3006.05.2015HS 13 Ernst Melan - RPL Ersatztermin
Wed12:30 - 14:3013.05.2015HS 13 Ernst Melan - RPL Ersatztermin
Wed12:30 - 14:3020.05.2015Sem.R. DA grün 06A Ersatztermin
Fri10:00 - 12:0029.05.2015HS 11 Paul Ludwik 2. Test
Wed12:30 - 14:3003.06.2015EI 4 Reithoffer HS Ersatztermin
Tue10:00 - 12:0030.06.2015FH Hörsaal 3 - MATH Test 3
Risk management in finance and insurance - Single appointments
DayDateTimeLocationDescription
Tue10.03.201510:00 - 12:00FH Hörsaal 3 - MATH .
Fri13.03.201510:00 - 12:00FH Hörsaal 3 - MATH .
Tue17.03.201510:00 - 12:00FH Hörsaal 3 - MATH .
Fri20.03.201510:00 - 12:00FH Hörsaal 3 - MATH .
Tue24.03.201510:00 - 12:00FH Hörsaal 3 - MATH .
Fri27.03.201510:00 - 12:00FH Hörsaal 3 - MATH .
Fri27.03.201513:00 - 15:00HS 7 Schütte-Lihotzky - ARCH QRM Practice
Tue14.04.201510:00 - 12:00FH Hörsaal 3 - MATH .
Fri17.04.201510:00 - 12:00FH Hörsaal 3 - MATH .
Tue21.04.201510:00 - 12:00FH Hörsaal 3 - MATH .
Fri24.04.201510:00 - 12:00FH Hörsaal 3 - MATH .
Tue28.04.201510:00 - 12:00FH Hörsaal 3 - MATH .
Tue05.05.201510:00 - 12:00FH Hörsaal 3 - MATH .
Wed06.05.201512:30 - 14:30HS 13 Ernst Melan - RPL Ersatztermin
Fri08.05.201510:00 - 12:00FH Hörsaal 3 - MATH .
Tue12.05.201510:00 - 12:00FH Hörsaal 3 - MATH .
Wed13.05.201512:30 - 14:30HS 13 Ernst Melan - RPL Ersatztermin
Fri15.05.201510:00 - 12:00FH Hörsaal 3 - MATH .
Tue19.05.201510:00 - 12:00FH Hörsaal 3 - MATH .
Wed20.05.201512:30 - 14:30Sem.R. DA grün 06A Ersatztermin

Course registration

Begin End Deregistration end
02.02.2015 00:00 08.03.2015 23:59 29.03.2015 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