Overview

Topic

This course encompasses the most important mathematical concepts and techniques applied in risk management. It covers the basic mathematical principles for the Certificate of Advanced Studies in Risk Management for Banking and Finance.

Target audience

The course aims at risk professionals, or those who interface with risk management disciplines on a very regular basis, who want to improve and expand their knowledge in risk management. Candidates are being tested in all areas of risk management for the required broad knowledge and understanding that risk managers must bring to the job.

The course is also suitable for professionals preparing for the PRMIA Certificate.

Qualifications

Participants have a graduate degree and several years of working experience. A certain level of mathematical knowledge is very beneficial and helpful for successful completion. The course language is English.

Goal

Participants know the most important mathematical concepts for risk and their applications.

Course director

Prof. Dr. Erich Walter Farkas, Department of Banking and Finance, University of Zurich

Lecturers

Prof. Dr. Erich Walter Farkas Department of Banking and Finance UZH
Prof. Marc Paolella Department of Banking and Finance UZH
Prof. Martin Schweizer Department of Mathematics ETH
Dr. Chris Bardgett Department of Banking and Finance UZH

Examination

Written exam

Credits

Attestation of participation (3 ECTS)
Participants who also successfully complete the courses Finance Theory for Risk Management and Risk Management Practices will receive a CAS in Risk Management for Banking and Finance. The credits can be transferred to the DAS in Finance and the MAS in Finance.

Method

Classroom attendance 

Place & Date

Course duration: September 21, 2018 – January 25, 2019

Event

Date

Time

Place

Lecture

21.09.2018

09.00 - 18.00

Zurich

Lecture

22.09.2018

09.00 - 18.00

Zurich

Lecture

16.11.2018

14.00 - 18.00

Zurich

Lecture

17.11.2018

09.00 - 18.00

Zurich

Exam

25.01.2019

09.00 - 11.00

Zurich

Repeating oral exam
(single date)

29.03.2019

09.00 - 13.00

Zurich

Application deadline: August 31, 2018

Cost

CHF 2'100.- including final exam