Urban Ulrych

Web site:  Web site:  https://www.epfl.ch/labs/csf/

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Administrative data

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.