Teacher(s)
Language
English
> French-friendly
> French-friendly
Prerequisites
Mastery of English at the level of LANGL1330 course.
Mastery of basic concepts in statistics and probability calculation, at the level of courses in the FSA1BA, INGE1BA, MATH1BA programs or the access minor in statistics, actuarial sciences and data science.
Mastery of basic concepts in statistics and probability calculation, at the level of courses in the FSA1BA, INGE1BA, MATH1BA programs or the access minor in statistics, actuarial sciences and data science.
Main themes
Statistical risk analysis in financial and alternative markets. Estimation of risk measures. Empirical properties of financial time series. Volatility and dependence models. Extreme value theory.
Teaching materials
- transparents sur moodle
Faculty or entity