Urban Ulrych
urban.ulrych@epfl.ch +41 21 693 55 93
Citizenship: Slovenian
Web site: Web site: https://www.epfl.ch/labs/csf/
Teaching & PhD
Teaching
Financial engineering
Humanities and Social Sciences Program
Courses
Quantitative risk management
This course is an introduction to quantitative risk management that covers standard statistical methods, multivariate models, risk measures, non-linear dependence structures (copula models), as well as credit risk.