Quantitative Risk Management

Instructor

John Dodson
dodso013@umn.edu

Resources

syllabus updated Sep 3
grades (Canvas)
classroom 5:30 PM Mondays VinH 209
office hours 7 PM Sundays (Zoom)

Text

Required

Quantitative Risk Management revised, Alexander McNeil, Rüdiger Frey, & Paul Embrechts (Princeton) (tutorial)

Schedule

Mon Sep 13, QRM ch. 2 slides exercise solution session recording

Mon Sep 20, QRM ch. 3 slides exercise solution data case case discussion session recording

Mon Sep 27, QRM ch. 4 slides exercise solution case case listing (UTF-8) case discussion session recording

Mon Oct 4, QRM ch. 5 slides exercise solution case case discussion session recording

Mon Oct 11, QRM ch. 6 slides exercise solution data case case discussion session recording

Mon Oct 18, QRM ch. 7 slides exercise solution case (html) (ipynb) session recording

Mon Oct 25, QRM ch. 8 slides case case discussion session recording

Mon Nov 1, project solution

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