Lehrende: Prof. Dr. Franziska Julia Peter
Veranstaltungsart: Seminar und Vorlesung
Orga-Einheit: Corporate Management & Economics
Anzeige im Stundenplan: Quan. M II
Semesterwochenstunden: 3
Credits: 5,0
Standort: Campus der Zeppelin Universität
Unterrichtssprache: Englisch
Min. | Max. Teilnehmerzahl: 10 | 35
Prioritätsschema: Standard-Priorisierung
Inhalte: This course deals with quantitative risk managment. The first part will consist of a lecture introducing students to the following topics: 1. Risk and Randomness 2. Empirical Prpterties of Financial Data 3. Loss Distributions 4. Value-at-Risk The first part of the course will followed by a short exam taking place during the session on 25.10.2016. During the second part each student will be assigned to a research article (s)he has present in class as well as a 10-minute discussion on another student's research article.
