FIN-417: Quantitative risk management

Summary

This course is an introduction to quantitative risk management that covers standard statistical methods, multivariate risk factor models, non-linear dependence structures (copula models), as well as portfolio allocation and diversification.

Official source

https://edu.epfl.ch/coursebook/en/quantitative-risk-management-FIN-417

Moodle Page

http://go.epfl.ch/FIN-417

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