Bilkent University Logo

Bilkent University

Online Academic Catalog

Undergraduate and Graduate Programs 2020-2021

IE 432 Quantitative Risk Management

Basic concepts and methods of risk management; the structure of risk and copulas; how to measure risk: VaR, coherent measures of risk, expected utility theory, the concept of stochastic dominance; extreme value theory; how to incorporate risk measures into stochastic optimization problems; applications in management, finance, and energy. Credit units: 3 ECTS Credit units: 5, Prerequisite: IE 202 or IE 400.

Autumn Semester (Özlem Çavuş İyigün)

Bilkent University Main Page

Last regenerated automatically on October 26, 2021 by OAC - Online Academic Catalog Software