Mathematical Foundations of Risk Management
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Du must angemeldet sein um zu antworten
- 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.
- Participants know the most important mathematical concepts for risk and their applications.
- 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.
- 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.
- CHF 2100