The course revolves around basic concepts of the most general types of financial risks:
- market risk
- credit risk
- operational risk
Intended audience: Advanced bachelor and master students of statistics, mathematics, informatics, economics and business administration.
Prerequisites: Solid mathematical foundations (analysis and linear algebra), basic knowledge in econometrics and statistics.
Certification: Exam at the end of the term, 6 ECTS credits.
- Trainer/in: Christoph Berninger