Found 3 relevant results in 1.25s where lecturer="Tobias Fissler"
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This course introduces methods from probability theory and statistics that can be used to model financial risks. Topics addressed include loss distributions, risk measures, extreme value theory, multivariate models, copulas, dependence structures, backtesting, and operational risk.
This course introduces methods from probability theory and statistics that can be used to model financial risks. Topics addressed include loss distributions, risk measures, extreme value theory, multivariate models, copulas, dependence structures, backtesting, and operational risk.