Study programme 2021-2022 | Français | ||
Methods in Risk Assessment and Modeling - Part 2- AAEP | |||
Learning Activity |
Code | Lecturer(s) | Associate Lecturer(s) | Subsitute Lecturer(s) et other(s) | Establishment |
---|---|---|---|---|
W-COGE-088 |
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Language of instruction | Language of assessment | HT(*) | HTPE(*) | HTPS(*) | HR(*) | HD(*) | Term |
---|---|---|---|---|---|---|---|
Anglais | Anglais | 9 | 3 | 0 | 0 | 0 | Q1 |
Content of Learning Activity
The learning activity will start with some generalities about time series models (AR, ARMA, ARCH, GARCH, I-GARCH, E-GARCH, CHARMA) that are frequently used for parameter estimations in risk assessment and modeling methods. Afterwards, the course will define major risk assessment and modeling methods and discuss their strengths and weaknesses.
Required Learning Resources/Tools
Not applicable
Recommended Learning Resources/Tools
Not applicable
Other Recommended Reading
Not applicable
Mode of delivery
Type of Teaching Activity/Activities
Evaluations
The assessment methods of the Learning Activity (AA) are specified in the course description of the corresponding Educational Component (UE)