WClasses

ACTSC 964 - Foundations of Quantitative Risk Management

Fundamental concepts in quantitative risk management. Topics typically include: risk measures, extreme value theory, multivariate distributions and copulas. This course has a focus on mathematical and statistical techniques. Other topics may be covered at the discretion of the instructor.

Prerequisites

Corequisites

None

Antirequisites

None

Offerings

Winter 2026 [1261]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	6363	12 / 25	16:00 - 17:20	M,W

Winter 2025 [1251]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	6508	16 / 20	14:30 - 15:50	M,W

Winter 2024 [1241]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	6597	6 / 20	11:30 - 12:50	M,W

Winter 2023 [1231]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	7976	12 / 30	13:00 - 14:20	M,W	RCH 209	Ruodu Wang

Spring 2022 [1225]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	4905	14 / 25	13:00 - 14:20	T,Th	MC 4042	Marius Hofert

Winter 2021 [1211]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 041	6594	6 / 20				Ruodu Wang

Winter 2020 [1201]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	7794	4 / 30	13:00 - 14:20	T,Th	M3 3103	Ruodu Wang

Fall 2018 [1189]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	7842	18 / 25	10:00 - 11:20	M,W	M3 3103	Marius Hofert

Winter 2018 [1181]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	6263	19 / 30	13:00 - 14:20	T,Th	M3 3103	Ruodu Wang

Winter 2017 [1171]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	6033	14 / 30	11:30 - 12:50	M,W	M3 3103	Ruodu Wang

Winter 2016 [1161]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	7880	16 / 25	18:30 - 21:20	W	M3 3103	Chengguo Weng