风险管理统计方法FINA5830

　　风险管理统计方法FINA5830课程介绍：

　　这门课程介绍了几种风险管理模型，旨在让金融机构的风险管理人员衡量和管理各种金融风险来源，包括市场风险、利率风险和违约风险等。重点是开发“实际操作”的经验，其中包括模型的校准和在应用这些模型时所面临的数据问题的讨论。

　　这门课程适用于所有想从事量化风险管理的学生，无论是在保险、银行还是非金融部门。

　　风险管理统计方法FINA5830课程介绍(英文)：

　　This course introduces several risk management models designed to allow risk managers of financial institutions to measure and manage various sources of financial risk including market risk, interest rate risk, and default risk, among others. Emphasis is on the development of 'hands-on' experience which includes the calibration of models and discussion of the data issues faced in the application of these models. This course is intended for all students considering a career in quantitative risk management, whether in the insurance, banking, or non-financial sector.