McGill Alert / Alerte de McGill

Updated: Fri, 07/12/2024 - 12:16

McGill Alert. The downtown campus will remain partially closed through the evening of Monday, July 15. See the Campus Safety site for details.

Alerte de McGill. Le campus du centre-ville restera partiellement fermé jusqu’au lundi 15 juillet, en soirée. Complément d’information : Direction de la protection et de la prévention

MATH 510 Quantitative Risk Management (4 unités)

Offered by: Math. et statistique (Sciences)

Vue d'ensemble

Mathématiques et Statistiques (Sci) : Basics concepts in quantitative risk management: types of financial risk, loss distribution, risk measures, regulatory framework. Empirical properties of financial data, models for stochastic volatility. Extreme-value theory models for maxima and threshold exceedances. Multivariate models, copulas, and dependence measures. Risk aggregation.

Terms: Hiver 2025

Instructors: Neslehova, Johanna (Winter)

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