Risk Management
Lecture (Mittnik) and Tutorial (Groll):
Friday 10 a.m. - 4 p.m., Edmund-Rumpler-Straße 9 - Room 127
Literature:
- McNeil, A. J., Frey, R., Embrechts, P.: Quantitative Risk Management. Princeton University Press, 2005.
- Handouts
Friday 10 a.m. - 4 p.m., Edmund-Rumpler-Straße 9 - Room 127