Risk Analytics (by Directed Studies)

Fall 2011 

Hours:  
Class: Mon/Wed 1:30pm - 3:00pm, 
Office: After class or by appointment

Course Materials

• Course Outline
• Videos
• Resources
• Templates
• Problem Set 1
• Class Projects
  • Ideas List
  • Project Resources

Lectures:

• Slides

• Sept 23: Slides updated. Draft Problem Set 1.
• Sept 19th:Initial Website created.
• Course Outline: A structured directed studies course in Risk Analytics with a focus on Catastrophe Modeling and Portfolio Analysis and Optimization. Through white-board lectures, selected readings, and two hands-on exercises the instructor will give a broad overview of the Risk Analytics area with the aim of bring students quickly to the level where they can address open research questions in the area.