Topics in Quantitative Risk Management

Subject: 
Actuarial Science (ACTSC)
Catalog number: 
964
Unit weight: 
0.50
Meet type: 
LEC
Cross-listing(s): 
N/A
Requisites: 
N/A
Description: 
Fundamental concepts in quantitative risk management. Topics typically include: risk measures, extreme value theory, multivariate distributions and copulas. This course has a focus on mathematical and statistical techniques. Other topics may be covered at the discretion of the instructor.
Topic titles: 
N/A
Faculty: 
Mathematics (MAT)
Academic level: 
GRD
Course ID: 
011275