Objectives
The course enables the student to apply statistical and quantitative risk management methods to specific cases, including handling of large amounts of data, computation of risk measures and their correct interpretation.
Target Attendees / Participants
Students of Steinbeis Master of Business Administration
Course Content by Units
VaR
Standard deviation
Beta factors
Covariance matrices
Teaching Methods
Guided application of learned concepts through state-of-art tools
Case study
Literature
Benninga (2007): Principles of Finance with Excel, MIT Press.
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