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Quantitative Risk Management

Course 0000004519 in WS 2017/8

General Data

Course Type lecture
Semester Weekly Hours 2 SWS
Organisational Unit Research Department Mathematics Centre
Lecturers Matthias Scherer

Assignment to Modules

Further Information

Courses are together with exams the building blocks for modules. Please keep in mind that information on the contents, learning outcomes and, especially examination conditions are given on the module level only – see section "Assignment to Modules" above.

additional remarks Basic concepts in Risk Management, Basel II and Solvency II, risk measures: examples and discussions, multivariate models: dependence modelling, normal and normal mixture models, copulas, simple dimension reduction methods, extreme value theory.
Links E-Learning course (e. g. Moodle)
TUMonline entry

Equivalent Courses (e. g. in other semesters)

SS 2024 Quantitative Risk Management Min, A. Wed, 14:15–15:45, BC2 BC2 3.5.06
SS 2023 Quantitative Risk Management Min, A. Wed, 14:15–15:45, BC2 BC2 3.5.06
SS 2022 Quantitative Risk Management Horvath, B. Tue, 12:15–13:45, BC2 BC2 3.5.06
and singular or moved dates
SS 2021 Quantitative Risk Management Brück, F. Scherer, M.
WS 2019/20 Quantitative Risk Management Scherer, M. Sloot, H.
WS 2015/6 Quantitative Risk Management Scherer, M.
Responsible/Coordination: Min, A.
WS 2011/2 Quantitative Risk Management Klüppelberg, C.
Responsible/Coordination: Haug, S.
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