Quantitative Risk Management: Basics and Models

Related lectures (32)

Page 3 of 4

Explores portfolio optimization, efficient frontier, CAPM, and risk management in finance.

Covers accident theories, risk modeling, and risk evaluation in risk management.

Explores the importance of aggregate risk and coherent risk measures, including their interpretation and implications.

Explores efficient portfolios and the CAPM model in finance, analyzing risk, returns, and market relationships.

Explores risk analysis in project management, covering identification, prevention, quantification, and lean management.

Explores the Failure Mode Analysis method, emphasizing the importance of identifying potential failures and its widespread use in various industries.

Covers resilience engineering, risk anticipation, analysis grids, management regimes, emerging risks, and SWOT analysis in risk management.

Explores factors influencing risk perception and acceptance, coping strategies, and the concept of acceptable risk.

Explores the Peaks-Over-Threshold model assumptions, implications, and estimation methods, including fitting a GPD model to exceedances.

Explores risk management in project analysis, emphasizing the importance of lean management and numerical simulation.