Risk Management

2019-2020
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
contexts;
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
practice.

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.

Onderwijsvorm

Lectures and tutorial groups.

Toetsvorm

Assignments in groups of two students.

Vereiste voorkennis

Probability Theory.

Literatuur

To be announced.

Doelgroep

1BA

Algemene informatie

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

Praktische informatie

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Werkvormen Werkcollege, Hoorcollege
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