Risk Management

Dit vak wordt in het Engels aangeboden. Omschrijvingen kunnen daardoor mogelijk alleen in het Engels worden weergegeven.

Doel vak

After taking this course you will be able to:
i) explain the concepts of risk and uncertainty;
ii) recognize various forms of risk and uncertainty in situational
iii) explain and apply several methods to measure and manage risks (a.o.
Value at Risk, Expected Shortfall)
iv) explain and apply several methods to reduce or minimize risks (a.o.
diversification, hedging)
v) understand the basics of extreme value theory, both in theory and in

Inhoud vak

This course is an introduction to the field of risk management. It
focuses on obtaining a broad understanding of the concepts of risk and
uncertainty and how they can arise in a variety of (not necessarily
financial) settings. The course builds upon knowledge acquired in other
Business Analytics courses, in particular Probability
Theory and Operations Research. The course is also closely related to
Project Business Analytics 2, which is taught simultaneously.


Lectures and tutorial groups.


Assignments in groups of two students.

Vereiste voorkennis

Probability Theory.


To be announced.



Algemene informatie

Vakcode X_400578
Studiepunten 3 EC
Periode P6
Vakniveau 200
Onderwijstaal Engels
Faculteit Faculteit der Bètawetenschappen
Vakcoördinator dr. ir. W.J.H. Stortelder
Examinator dr. ir. W.J.H. Stortelder
Docenten prof. dr. R.W.J. Meester
dr. ir. W.J.H. Stortelder

Praktische informatie

Voor dit vak moet je zelf intekenen.

Voor dit vak kun je last-minute intekenen.

Werkvormen Werkcollege, Hoorcollege

Dit vak is ook toegankelijk als: