Description of Individual Course Units
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Offered By |
Graduate School of Natural and Applied Sciences |
Level of Course Unit |
Second Cycle Programmes (Master's Degree) |
Course Coordinator |
PROFESSOR DOCTOR BURCU HÜDAVERDI |
Offered to |
Computer Science |
Course Objective |
Specifically statistical modelling issues in quantitative risk management will be given in this course. The aim of this course is to provide some information graduate students need to understand and model the financial risks with mathematical point of view. In statistical terms, the joint distribution of the risk factors will be modelled using a multivariate concept. |
Learning Outcomes of the Course Unit |
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Mode of Delivery |
Face -to- Face |
Prerequisites and Co-requisites |
None |
Recomended Optional Programme Components |
None |
Course Contents |
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Recomended or Required Reading |
Textbook(s): A.J. McNeil, R. Frey, and P. Embrechts. Quantitative risk management. |
Planned Learning Activities and Teaching Methods |
Teaching materials for the course come from the primary and supplemantary textbooks. Some projects/computer lab explorations are completed in class while some are expected to be done outside of class -as homework. Questions and discussion will be encouraged. |
Assessment Methods |
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*** Resit Exam is Not Administered in Institutions Where Resit is not Applicable. |
Further Notes About Assessment Methods |
None |
Assessment Criteria |
Mid-term: 30% |
Language of Instruction |
English |
Course Policies and Rules |
To be announced. |
Contact Details for the Lecturer(s) |
burcu.hudaverdi@deu.edu.tr |
Office Hours |
will be announced. |
Work Placement(s) |
None |
Workload Calculation |
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Contribution of Learning Outcomes to Programme Outcomes |
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