Risikomanagement für Banken

The lecture was held in the winter term 2001/2002 at Humboldt-University, Tue 14.15 Dorotheenstr. 24, room 111.

The aim was to describe the mathematical and computational aspects of risk management for the trading book of banks.

This was the reading list.

The slides were available in two versions (last updated 2002-10-17):