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Seminar Quantitative Risk Management


Seminar "Quantitative Risk Management" (Prüfungsnummer 6401)

Veranstaltung für den Master (T Modul)

1. Treffen 11.04.2018 09.15 Uhr AM 202 Tetiana Kovalska
18.04.2018 09.15 Uhr AM 202 Tetiana Kovalska

6 ECTS ---> seminar paper and presentation (T-Modul)


Registration will be announced in the lecture on 11.04.2018


Deadline for the seminar paper ---> end of June (to be announced)

Presentation ---> end of June (to be announced)


List of topics:

1. Basics of Statistics, Revision

2. Risk Management

3. Regression Analysis

4.Time Series Analysis (ARMA and GARCH processes)

5. RiskMetrics

6. CreditMetrics



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