 | Study programme 2025-2026 | Français | |
| Methods in Risk Assessment and Modeling - Part 1- AAEP | |||
Learning Activity |
| Code | Lecturer(s) | Associate Lecturer(s) | Subsitute Lecturer(s) et other(s) | Establishment |
|---|---|---|---|---|
| W-COGE-070 |
|
|
| 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 course provides deeper insights into the "Greek letters" that are used to assess different dimensions of financial risks before developing hedging solutions to deal with them. In addition, the course will present some generalities about time series models (MA, AR, GARCH) that are frequently used for volatility estimations in risk assessment and modeling methods. These methods will be thoroughly investigated in order to provide key insights into their strengths and weakness for risk assessment and modeling.
Required Learning Resources/Tools
Not applicable
Recommended Learning Resources/Tools
Not applicable
Other Recommended Reading
Not applicable
Mode of delivery
- Face-to-face
Type of Teaching Activity/Activities
- Cours magistraux
- Travaux pratiques
Evaluations
The assessment methods of the Learning Activity (AA) are specified in the course description of the corresponding Educational Component (UE)
Location of learning activity
- Université de Mons - Mons
Location of assessment
- Université de Mons - Mons