Chair of Financial Econometrics
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Risk Management

Lecture (Mittnik) and Tutorial (Groll):

Friday 10 a.m. - 4 p.m., Edmund-Rumpler-Stra├če 9 - Room 127

Literature:

  • McNeil, A. J., Frey, R., Embrechts, P.: Quantitative Risk Management. Princeton University Press, 2005.
  • Handouts