Lecture

Quantitative Risk Management: Basics and Models

In course

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Description

This lecture introduces the basics of quantitative risk management, covering statistical tools, volatility and credit risk models, extreme-value theory, and aggregate risk measures. It also explores risk management in financial institutions and the challenges faced in risk modeling.

Instructor

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Official source

https://mediaspace.epfl.ch/media/0_65cz5cl5

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Ontological neighbourhood

Business

Business administration: Risk management

Economics

Microeconomics: Financial economics

Statistics

Statistical inference: Mathematical statistics

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