Course: Master 2 Ind. Ing. du risque : finance et assurance (FA) | EPI

Topic outline

General

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- Annonces des enseignants Forum
Slides
- Introduction of the course File
  
  116.1 KB Document PDF
- Chapter 1: Modern Portfolio Theory File
  
  259.8 KB Document PDF
- Chapter 2: Value-at-Risk, Expected Shortfall and other coherent risk measures File
  
  619.5 KB Document PDF
- Chapter 3: Some applications of risk measures, Capital allocation and Risk budgeting problems File
  
  245.2 KB Document PDF
Tutorials and Exams
- List of exercices File
  
  264.8 KB Document PDF
- Exam 23-24 File
  
  170.0 KB Document PDF
- Exam 22-23 File
  
  148.0 KB Document PDF