The learning target of this lecture is to understand
Financial Math
Lectures, Business Cases, Software Application
Introduction to Financial Risk Management (Schittenhelm)
1.Operative Risk Management
2.Price / Market Risk Measures
3.Asset Liability Matching
4.Credit Risk Measures
5.Total Risk Measures
6.Solvency Regulations
Slides: Available on MS-teams
Basic Literature
Additional Literature
Lecture notes
Basic Literature
Additional Literature
Oral exam, Case studies, mid-term