General Theory of Deviation and Risk Measures
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Risk and Portfolio Analysis
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Springer Series in Operations Research and Financial Engineering
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These are binding between you and the Operator and separate from the Contract between you and us for the sale of the relevant products. We will discuss basic concepts like the loss distribution, risk measurement, risk measures based on the loss distribution, e. Further we will give a basic introduction of extreme value theory and copulas and discuss applications of those in risk theory and insurance analytics.
Risk and Portfolio Analysis - Principles and Methods | Henrik Hult | Springer
We will also introduce the credit risk management and discuss different credit risk models like structural models of default, threshold models, and the mixture model approach. Finally we will also tackle dynamic credit risk models.
After the successful completion of this course the students will be able to deal will quantitative risk models. They will be familiar with the mostly used models, their applicability, as well as their advantages and disadvantages in different situations. Chapter titles: Risk management perspective: background and goals Basic concepts in risk management Standard methods to access market risk Extreme value theory and the POT method Dependence models: multivariate distributions and copulas Credit risk Insurance analytics Literature The main sources: H.
Hult, F. Lindskog, O. Hammarlind, C. McNeil, R. Frey und P. Other titles: P.