Class 15

16 Abril 2018, 11:00 • MARIA DE LURDES CARAÇAS CENTENO

Exercises

 

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Class 14

11 Abril 2018, 11:00 • MARIA DE LURDES CARAÇAS CENTENO

6.        RISK MEASURES

6.1            Coherent risk measures

6.2            Value at Risk (VaR)

6.3            Tail Value at Risk (TVaR)

6.4            Conditional Tail Expectation (CTE)

6.5            Expected Shortfall (ES)

 

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Class 13

9 Abril 2018, 11:00 • MARIA DE LURDES CARAÇAS CENTENO

 

5.        PREMIUM PRINCIPLES

5.1            Some premium calculation principles

5.2            Properties

 

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Class12

4 Abril 2018, 11:00 • MARIA DE LURDES CARAÇAS CENTENO

Exercises. 

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Class 11

21 Março 2018, 11:00 • MARIA DE LURDES CARAÇAS CENTENO

Exercises

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