This course provides students with the opportunity to acquire the methods and tools necessary for modern risk management from an engineering perspective. It emphasizes stakeholders, resources, and objectives, while ensuring economic and social sustainabili ...
The students learn different financial risk measures and their risk theoretical properties. They learn how to design and implement risk engines, with model estimation, forecast, reporting and validation elements. The students will also overview regulation ...
This is a PhD course on recursive methods used in modern macroeconomics. Recursive
representations of macroeconomic models are useful because they are parsimonious and allow
the computer to be used to solve for the equilibrium and the dynamics of the model ...