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Beijing Technology and Business University

量化风险管理

Beijing Technology and Business University via XuetangX

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Overview

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本课程聚焦量化风险管理的核心框架与智能分析技术，系统讲解市场风险的度量模型及巴塞尔协议等监管要求。课程结合金融科技与机器学习方法，培养学生运用VaR、压力测试、Copula函数等工具进行风险建模与对冲的实战能力。



Syllabus

  • 第一章 导论
    • 第二章 金融衍生品与对冲
      • 第三章 波动率
        • 第四章 在险价值
          • 第五章 相关性风险
            • 第六章 机器学习
              • 期末考试

                Taught by

                Yanting Zheng, Le Yu, and Jie Li

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