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.
Prerequisite: Multivariate Statistical Analysis I
Registration in the first meeting.
Max. 20 participants
Part of the seminar: ungraded presentation and discussion.
Students who have taken module "Selected Topics in Finance, Insurance and Mathematical Statistics" (7010314) may not take SE Statistical Tools in Finance and Insurance because of the content overlaps. |
