Risk Management

The course Risk Management consists of two parts. The first part covers the basics of probability theory, the characteristics of coherent, convex and spectral risk measures, the concept of risk mapping as well as the essentials of time series analysis and parameter estimation.

The second part covers common methods to measure market, credit and operational risk. Also modern concepts such as ARCH models, copulas and basics of extreme value theory are taught. Hence the course covers all concepts, that are successfully used for risk measurement.

Participants of the course Risk Management therefore acquire a basic understanding of mathematical concepts such as probability theory, measure theory, time series analysis and parameter estimation.

Elements of the course "Risk Management":

  • Risk Management I: Concepts and Risk Measures (winter term)
  • Risk Management II: Institutional Methods (summer term)

Winter Term 2024/25 Risk Management I: Concepts and Risk Measures

Course Lecturer Place and Time (c.t.)
Risk Management I
(Lecture)
Thomas Mazzoni Seminarraum 3
Loeffler-Str. 70
Mondays
14:00-16:00 hrs
Risk Management I
(Tutorial)
Chuck Henjes Seminarraum 3
Loeffler-Str. 70
Tuesdays
14:00-16:00 hrs
fortnightly

Links to course management Moodle (winter term)

Contact

Chair of Business Administration and Finance

Head of Chair
Prof. Dr. Thomas Mazzoni

Administration
Corinna Papendorf

Friedrich-Loeffler-Straße 70
Room 318
17489 Greifswald
Phone +49 3834 420 2498
Fax +49 3834 420 2497
rsf-financeuni-greifswaldde​​​​​​​

Fields of activity

Research

Teaching

E-learning