Can I read Financial Risk Management Course 2023-2024 on EtoBox?

Financial Risk Management Course 2023-2024 by Sergio is a document available to read on EtoBox.

What is Financial Risk Management Course 2023-2024 about?

The document outlines a course in Financial Risk Management for the 2023-2024 academic year, presented by Thierry Roncalli from Amundi Asset Management and the University of Paris-Saclay. It includes lecture notes and tutorial sessions covering various risk types such as market, credit, and operational risk, along with exercises related to covariance matrices, expected shortfall, and value-at-risk calculations. The content aims to provide students with practical skills in risk management through quantitativ

Author

Sergio

Language

EN