Quantitative Asset and Risk Management

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The graduates can:

* describe and analyse the connections between asset and risk management in finance
* quantify and assess risk types in risk management, and infer measures for integrated steering of banks and insurance companies
* analyse various asset classes and their products, and base forecast models on this analysis
* carry out portfolio selections, and calculate key performance figures
* apply the methods of financial mathematics to asset and risk management

Contents:

* Fundamentals in Quantitative Methods and Finance
* Financial Econometrics
* Derivative Pricing
* Risk Measurement
* Asset Management
* Research Methods
* Asset Liability Management and Risk Management for Banks, Insurances and Pension Funds

* Written application (please complete the application form and attach relevant documents) * Successful completion of a bachelor's or master's degree in social sciences, economic / business studies, in natural sciences, or in law at a university or a university of applied sciences (domestic or abroad) * Proof of qualifications in: Economics 9 ECTS Mathematics, statistics 6 ECTS * Very good English language skills