Patrick Cheridito: Katalogdaten im Frühjahrssemester 2023

NameHerr Prof. Dr. Patrick Cheridito
LehrgebietVersicherungsmathematik
Adresse
Dep. Mathematik
ETH Zürich, HG F 42.3
Rämistrasse 101
8092 Zürich
SWITZERLAND
Telefon+41 44 633 87 87
E-Mailpatrick.cheridito@math.ethz.ch
URLhttp://www.math.ethz.ch/~patrickc
DepartementMathematik
BeziehungOrdentlicher Professor

NummerTitelECTSUmfangDozierende
364-1058-00LRisk Center Seminar Series0 KP2SH. Schernberg, D. Basin, A. Bommier, D. N. Bresch, S. Brusoni, L.‑E. Cederman, P. Cheridito, F. Corman, H. Gersbach, C. Hölscher, K. Paterson, G. Sansavini, B. Stojadinovic, B. Sudret, J. Teichmann, R. Wattenhofer, U. A. Weidmann, S. Wiemer, R. Zenklusen
KurzbeschreibungIn this series of seminars, invited speakers discuss various topics in the area of risk modelling, governance of complex socio-economic systems, managing risks and crises, and building resilience. Students, PhD students, post-docs, faculty and individuals outside ETH are welcome.
LernzielParticipants gain insights in a broad range of risk- and resilience-related topics. They expand their knowledge of the field and deepen their understanding of the complexity of our social, economic and engineered systems. For young researchers in particular, the seminars offer an opportunity to learn academic presentation skills and to network with an interdisciplinary scientific audience.
InhaltAcademic presentations from ETH faculty as well as external researchers.
Each seminar is followed by a Q&A session and (when permitted) a networking Apéro.
SkriptThe sessions are recorded whenever possible and posted on the ETH Risk Center webpage. If available, presentation slides are shared as well.
LiteraturEach speaker will provide a literature review.
Voraussetzungen / BesonderesIn most cases, a quantitative background is required. Depending on the topic, field-specific knowledge may be required.
KompetenzenKompetenzen
Fachspezifische KompetenzenKonzepte und Theoriengefördert
Verfahren und Technologiengefördert
Methodenspezifische KompetenzenAnalytische Kompetenzengefördert
Entscheidungsfindunggefördert
Medien und digitale Technologiengefördert
Problemlösunggefördert
Projektmanagementgefördert
Soziale KompetenzenKommunikationgefördert
Kooperation und Teamarbeitgefördert
Kundenorientierunggefördert
Menschenführung und Verantwortunggefördert
Selbstdarstellung und soziale Einflussnahmegefördert
Sensibilität für Vielfalt gefördert
Verhandlunggefördert
Persönliche KompetenzenAnpassung und Flexibilitätgefördert
Kreatives Denkengefördert
Kritisches Denkengefördert
Integrität und Arbeitsethikgefördert
Selbstbewusstsein und Selbstreflexion gefördert
Selbststeuerung und Selbstmanagement gefördert
401-3629-DRLQuantitative Risk Management Information Belegung eingeschränkt - Details anzeigen
Only for ETH D-MATH doctoral students and for doctoral students from the Institute of Mathematics at UZH. The latter need to send an email to Jessica Bolsinger (info@zgsm.ch) with the course number. The email should have the subject „Graduate course registration (ETH)“.
2 KP2V + 1UP. Cheridito
KurzbeschreibungThis course introduces methods from probability theory and statistics that can be used to model financial risks. Topics addressed include loss distributions, risk measures, extreme value theory, multivariate models, copulas, dependence structures and operational risk.
LernzielThe goal is to learn the most important methods from probability theory and statistics used in financial risk modeling.
Inhalt1. Introduction
2. Basic Concepts in Risk Management
3. Empirical Properties of Financial Data
4. Financial Time Series
5. Extreme Value Theory
6. Multivariate Models
7. Copulas and Dependence
8. Operational Risk
SkriptCourse material is available on https://people.math.ethz.ch/~patrickc/qrm
LiteraturQuantitative Risk Management: Concepts, Techniques and Tools
AJ McNeil, R Frey and P Embrechts
Princeton University Press, Princeton, 2015 (Revised Edition)
http://press.princeton.edu/titles/10496.html
Voraussetzungen / BesonderesThe course corresponds to the Risk Management requirement for the SAA ("Aktuar SAV Ausbildung") as well as for the Master of Science UZH-ETH in Quantitative Finance.
401-3629-00LQuantitative Risk Management Information 4 KP2V + 1UP. Cheridito
KurzbeschreibungThis course introduces methods from probability theory and statistics that can be used to model financial risks. Topics addressed include loss distributions, risk measures, extreme value theory, multivariate models, copulas, dependence structures and operational risk.
LernzielThe goal is to learn the most important methods from probability theory and statistics used in financial risk modeling.
Inhalt1. Introduction
2. Basic Concepts in Risk Management
3. Empirical Properties of Financial Data
4. Financial Time Series
5. Extreme Value Theory
6. Multivariate Models
7. Copulas and Dependence
8. Operational Risk
SkriptCourse material is available on https://people.math.ethz.ch/~patrickc/qrm
LiteraturQuantitative Risk Management: Concepts, Techniques and Tools
AJ McNeil, R Frey and P Embrechts
Princeton University Press, Princeton, 2015 (Revised Edition)
http://press.princeton.edu/titles/10496.html
Voraussetzungen / BesonderesThe course corresponds to the Risk Management requirement for the SAA ("Aktuar SAV Ausbildung") as well as for the Master of Science UZH-ETH in Quantitative Finance.
401-5910-00LTalks in Financial and Insurance Mathematics Information 0 KP1KB. Acciaio, P. Cheridito, D. Possamaï, M. Schweizer, J. Teichmann, M. V. Wüthrich
KurzbeschreibungForschungskolloquium
LernzielEinfuehrung in aktuelle Forschungsthemen aus dem Bereich "Insurance Mathematics and Stochastic Finance".
Inhalthttps://www.math.ethz.ch/imsf/courses/talks-in-imsf.html