FIN-417: Quantitative risk managementThis 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 p
CIVIL-438: Risk analysis and managementLe cours vise à former les étudiants aux méthodes et outils permettant d'appréhender de manière fondée et scientifique la question de l'analyse et de la gestion des risques technologiques et naturels,
HUM-201: Why do we live in a risk society?Vivons-nous dans une "société du risque" ?
Nous reviendrons sur les différents processus sociaux (de l'essor de la quantification à celui du secteur de l'assurance, des politiques de sécurisation aux
FIN-416: Interest rate and credit risk modelsThis course gives an introduction to the modeling of interest rates and credit risk. Such models are used for the valuation of interest rate securities with and without credit risk, the management and
FIN-474: Advanced risk management topicsThe students learn different financial risk measures and their risk theoretical properties. They learn how to design and implement risk engines, with model estimation, forecast, reporting and validati
