Covers the fundamentals of financial risk management, including types of risk, historical developments, regulatory events, and the challenges in quantitative risk management.
Explores coherent risk measures and the spectral approach to risk aversion, covering VaR, ES, subadditivity, convexity, and the creation of new risk measures.
Explores hazard assessment and risk management for waterway development, emphasizing the importance of making hazard maps and considering various intensity levels.
Covers risk and uncertainty in environmental projects, focusing on cost-benefit analysis and the concept of certainty equivalent for risk-averse individuals.