Andrew Rau-Chaplin (firstname.lastname@example.org)
Class: Mon/Wed 1:30pm - 3:00pm,
Office: After class or by appointment
- 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.