This reference describes the indicated catalogue. Check with the institution to confirm the current offer and the conditions applicable to your intake.
Description
Risk Management Introduction to modern risk management and associated techniques for volatility and correlation modeling with an emphasis on univariate and multivariate risk methods using copulas models for various assets and portfolios.
Reference text in its original language
Risk Management Introduction to modern risk management and associated techniques for volatility and correlation modeling with an emphasis on univariate and multivariate risk methods using copulas models for various assets and portfolios.
Sources and references
Dates and sources are retained to help you verify the information. Translations are provided to facilitate reading; the official source governs conditions and requirements.
Source reference : https://brocku.ca/webcal/2024/graduate/mgmt.html