Found 3 relevant results in 3.29s where lecturer="Tobias Fissler"
This course provides an applied introduction to risk management in banks and other financial institutions, bridging quantitative methods and real-world practice.
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.