Mathematical Foundations of Risk Management

Academy
Universität Zürich
Kurzbeschreibung
This course encompasses the most important mathematical concepts and techniques applied in risk management.
Kursort
Zürich
Kursart
Kurs/Seminar
Fachbereiche

Versicherungen, Compliance Management, Banking, Chancen- und Risikomanagement

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Kursleiter

Benjamin Wilding

Benjamin Wilding Profilfoto
Kursinhalt
  • Calculus: Sequences and series, exponential and logarithmic function, ordinary and partial derivatives, Taylor series expansions, integration, optimization.
  • Linear algebra: Matrix algebra and determinants, system of linear equations, matrix decomposition methods, principle component analysis.
  • Probability and statistics: Random variables, probability distributions, covariance and correlation matrices, regression analysis, statistical tests.
  • Numerical methods: Solving non-differential equations, numerical optimization, numerical derivatives pricing, simulation.
Kursziele
Participants know the most important mathematical concepts for risk and their applications.
Zielpublikum
The course aims at risk professionals, or those who interface with risk management disciplines on a very regular basis, who want to improve and expand their knowledge in risk management. Candidates are being tested in all areas of risk management for the required broad knowledge and understanding that risk managers must bring to the job.The course is also suitable for professionals preparing for thePRMIA Certificate.
Anforderungen
Participants have a graduate degree and several years of working experience. A certain level of mathematical knowledge is very beneficial and helpful for successful completion. The course language is English.
Methodik
Classroom
ECTS-Punkte
3
Kursgebühr
Fr. 2'100.00