M7: Quantitative Risk Management - 2013

Please note that in exceptional circumstances it may be necessary to cancel or alter a particular lecture, so that these details are subject to small variation.

Syllabus

• Multi asset and total return portfolio management - from asset to risk allocation
• Risk management in financial institutions
• Taxonomy of risks, risk measurement [VaR, coherent measures,...]
• Utility pricing, incomplete markets
• Behavioural finance
• Regulation (capital requirements, Basel accord)
• Model uncertainty, applications of Bayesian nets to stress testing and risk management

Timetable

Register online for this module in 2013 as a SHORT COURSE - no longer available.  Please return later if you wish to register to attend this module in 2014.

Course Materials

Course Materials are only available to those registered to attend.