Mathematical Foundations for Finance and Insurance
Statistical Tools in Finance and Insurance
The students learn about statistical tools and their mathematical foundation applied in finance and insurance.
Statistical Tools in Finance and Insurance: The course offers an overview of advanced statistical methods in quantitative finance and insurance which should be comprehensible for a graduate student in financial engineering as well as for an inexperienced newcomer who wants to get a grip on advanced statistical tools applied in these fields. The course will cover the following topics: Expected Shortfall, Catastrophic Bonds, Weather Derivatives, Co2 and Energy Derivatives.
The registration in the respective Moodle course is obligatory. Prerequisite: Multivariate Statistical Analysis I
StO/PO MA 2016: 6 LP, Modul: "Selected Topics in Finance, Insurance and Mathematical Statistics"
StO/PO MEMS 2016: 6 LP, Modul: "Selected Topics in Finance, Insurance and Mathematical Statistics", Major: Quantitative Methods
Die Veranstaltung wurde 7 mal im Vorlesungsverzeichnis WiSe 2020/21 gefunden: