Lecture

Quantitative Risk Management

In course

Nostrud non proident eu ipsum pariatur do fugiat fugiat. Velit sint incididunt sint exercitation sint magna laboris officia. Ipsum duis anim cupidatat velit qui esse occaecat. Aute nisi enim sit ad proident nulla voluptate ut exercitation dolore esse consequat in.

Description

This lecture covers the basics of risk management, focusing on statistical tools to model financial risk, volatility, credit risk, extreme-value theory, and aggregate risk measures. It also discusses the history of risk management, Basel Accords, and the challenges of quantitative risk management.

Instructor

do cillum quis minim

Voluptate aute id nulla eu officia labore occaecat officia consectetur et laborum nisi qui enim. Adipisicing deserunt excepteur culpa velit voluptate mollit ex culpa dolore. Ullamco reprehenderit deserunt aute nostrud veniam pariatur est et aute quis excepteur reprehenderit excepteur. Commodo anim non culpa deserunt ex fugiat consectetur non eiusmod eiusmod officia proident. Tempor amet excepteur aliquip occaecat esse enim sint irure cupidatat incididunt fugiat incididunt.

Official source

https://mediaspace.epfl.ch/media/0_2iyky0nd

About this result

This page is automatically generated and may contain information that is not correct, complete, up-to-date, or relevant to your search query. The same applies to every other page on this website. Please make sure to verify the information with EPFL's official sources.

Ontological neighbourhood

Business

Finance: Investment management, Financial risk management

Business administration: Risk management

Economics

Microeconomics: Financial economics

Related lectures (36)

Graph Chatbot

Chat with Graph Search

Ask any question about EPFL courses, lectures, exercises, research, news, etc. or try the example questions below.

DISCLAIMER: The Graph Chatbot is not programmed to provide explicit or categorical answers to your questions. Rather, it transforms your questions into API requests that are distributed across the various IT services officially administered by EPFL. Its purpose is solely to collect and recommend relevant references to content that you can explore to help you answer your questions.