Quantitative Models for Risk Management (2007/2008)

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Course not running

Course code
4S00547
Credits
10
Coordinator
Andrea Berardi
Course news Seminars related to the course
Teaching is organised as follows:
Unit Credits Academic sector Period Academic staff
Lezione 7 SECS-S/06-MATHEMATICAL METHODS OF ECONOMICS, FINANCE AND ACTUARIAL SCIENCES 2° sem lez Andrea Berardi
Esercitazione 3 SECS-S/06-MATHEMATICAL METHODS OF ECONOMICS, FINANCE AND ACTUARIAL SCIENCES 2° sem lez Alberto Plazzi

Learning outcomes

The aim of the course is to provide the student with the key concepts and topics regarding the models and the empirical methodologies advanced in the finance literature for measuring and managing market risk and credit risk.

Syllabus

Lectures will be held in a computer room. About 30% of the time will be dedicated to the practical implementation of the models.

Assessment methods and criteria

Written exam.

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