Quantitative Risk Management

Course Unit Catalogue
  • Programme: RealMaths
  • ECTS Credits: 10
  • Semester: 1
  • Year: 2
  • Campus: Leibniz University Hannover
  • Language: English
  • Delivery: In-class
  • Content:

    The course deals with quantitative risk management in finance, insurance, engineering and computer science. This includes linear models & time series, modeling dependence, risk measures, point processes, Bayesian statistics & credibility theory, enterprise risk management, and machine learning.
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