2019-20 Spring - MAFS5220 - Quantitative and Statistical Risk Analysis

Course

Description

Various risk measures such as Value at Risk and Shortfall Risk. Coherent risk measures. Stress testing, model risk, spot and forward risk. Portfolio risks. Liabilities and reserves management. Case studies of major financial losses.
Course period1/02/20 → 30/06/20
Course levelPG
Course formatLecture