Risk Management (ΣΕΕ16)
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- Ελληνική Έκδοση
- Graduate Courses Outlines
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General
School | School of Science |
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Academic Unit | Department of Mathematics |
Level of Studies | Graduate |
Course Code | ΣΣΕ16 |
Semester | 1 |
Course Title | Risk Management |
Independent Teaching Activities | Lectures (Weekly Teaching Hours: 3, Credits: 7.5) |
Course Type | Specialized general knowledge |
Prerequisite Courses | - |
Language of Instruction and Examinations | Greek |
Is the Course Offered to Erasmus Students | Yes (in English) |
Course Website (URL) | See eCourse, the Learning Management System maintained by the University of Ioannina. |
Learning Outcomes
Learning outcomes |
By the end of the course, successful students will be able to:
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General Competences |
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Syllabus
- Structure of uncertainty and risk - Bayesian method, portfolio risk
- Measuring risk: Value at risk and conditional value at risk, generic risk measures, coherent risk measures, application of the risk measures to simple problems.
- Decision analysis: utility theory, stochastic dominance models, St. Petersburg paradox, Allais paradox
- Stochastic modelling and applications: portfolio optimization, production planning, robust approaches for stochastic optimization
Teaching and Learning Methods - Evaluation
Delivery | Face-to-face | ||||||||||
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Use of Information and Communications Technology | - | ||||||||||
Teaching Methods |
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Student Performance Evaluation |
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Attached Bibliography
- Anderson EJ (2014). Business Risk Management: Models and Analysis. Wiley
- Boudoukh A., J., A. Saunders (2009) Understanding Market, Credit, and Operational Risk: The Value at Risk Approach Linda, Wiley-Blackwell
- McNeil, A.J., R. Frey and P. Embrechts, (2005) Quantitative Risk Management, Princeton University Press, New Jersey
- [Περιοδικό / Journal] Risk Management