Module 8: Quantitative Risk Management (2019-2020)

2019-2020
Lecturer(s): 
Prof. Hanqing Jin
External Lecturer(s): 
Dr Alexander Denev
Dr Jon Gregory
Dr Daniel Jones
Dr Antti Vauhkonen
Course Term: 
Hilary
Course Overview: 

•Behavioural finance
•Credit risk
•An Introduction to Alternative Data
•Counterparty credit risk
•XVA Modelling
•Bayesian risk management and Graph Modelling
•Utility Pricing