Brief Course Description
1. Course Title:
Quantitative Risk Management
2. Language of Instruction:
Vietnamese
3. Course Code:
MAT508143
4. Credits:
3
5. Course Objectives:
This course provides a rigorous treatment of modern financial risk management. IT covers risk measures, statistical modelling of market and credit risk, extreme‐value methods, portfolio aggregation, and regulatory frameworks (Basel II/III, Solvency II). Emphasis is on both theory and practical implementation.
6. Brief Description of Course Content:
This course provides a rigorous treatment of modern financial risk management. It covers risk measures, statistical modelling of market and credit risk, extreme‐value methods, portfolio aggregation, and regulatory frameworks (Basel II/III, Solvency II). Emphasis is on both theory and practical implementation.