Quantitative Risk Management
Course 0000006068 in SS 2023
|Semester Weekly Hours||2 SWS|
|Organisational Unit||Department of Mathematics|
Wed, 14:15–15:45, BC2 BC2 3.5.06
Assignment to Modules
MA5415: Quantitatives Risikomanagement / Quantitative Risk Management
This module is included in the following catalogs:
- Catalogue of non-physics elective courses
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.|
E-Learning course (e. g. Moodle)
Equivalent Courses (e. g. in other semesters)
|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 2017/8||Quantitative Risk Management||Scherer, M.|
|WS 2015/6||Quantitative Risk Management||
Responsible/Coordination: Min, A.
|WS 2011/2||Quantitative Risk Management||
Responsible/Coordination: Haug, S.