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mycourse:quantitative_risk_management

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Quantitative Risk Management

Instructor

Dr. Kekun Wu

  • Email: kkwu#zuel.edu.cn (Pls replace # with @)
  • Wechat:

教学计划

序号 主题 时间 讲义 练习
1 Introduction wk5 (wk14) L01
2 Risk Models and Market Risk wk6 (wk15) L02
3 Credit Risk Management I wk7 (wk16) L03
4 Credit Risk Management II wk8 (wk17) L04

教材与参考书

  1. Murphy K P. Probabilistic machine learning: an introduction[M]. MIT press, 2022.
  2. Dixon M F, Halperin I, Bilokon P. Machine learning in Finance[M]. Springer International Publishing, 2020.
  3. Nagel S. Machine learning in asset pricing[M]. Princeton University Press, 2021.
  4. de Prado M M L. Machine learning for asset managers[M]. Cambridge University Press, 2020.
  5. Ashwin Rao, Tikhon Jelvis. Foundations of Reinforcement Learning with Applications in Finance[M]. Stanford University, 2022.

主要参考文献

[1]

mycourse/quantitative_risk_management.1653357778.txt.gz · 最后更改: 2023/11/10 12:12 (外部编辑)

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