Professor: |
Olivier Scaillet (Uni Pignon 411) |
Assistants: |
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Grading: |
Final Grade = 40% project + 25% exam + 20% presentation of chapters + 15% participation in seminars |
A. J. McNeil, R. Frey, and P. Embrechts (2005), Quantitative Risk Management, Princeton University Press
A. |
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B. |
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C. |
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D. |
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E. |
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DenuitScaillet04
Fermanian05
FermanianScaillet03
FermanianScaillet04
GeorgesLamyNicolasQuibelRoncalli01
Scaillet05
Scaillet07
Zingales15
ASA_statement16
IT Interview |
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Practical 1 |
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Practical 2 |
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Miscellaneous |