Statistics School Extension - An Introduction to Financial Risk Management

In this 2x45 lectures you will get information on - how investment risks are estimated in the finanical sector, e.g. on the Value-at-Risk (the maximum loss which will not be exceeed with a given probability) - the underlying mathematical/statistical concepts and tools. The lecturer, Thorsten Oest, was formerly an experimental particle physicist (working in Jade, Argus, Aleph and HERA-b) and is working since the early 2000's for the company d-fine Gmbh, a consulting firm in the field of risk and finance.