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

About this result

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Ontological neighbourhood

Statistics

Statistical inference: Mathematical statistics, Statistical hypothesis testing

Data analysis: Regression analysis, Time series

Business

Finance: Financial risk management, Investment management

Business administration: Risk management

Mathematics

Probability theory: Topics in probability theory

Algebra: Linear algebra

Instructor

Lectures in this course (43)

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