Diplomprüfung (Diploma Exam)

Brief description

None

Mode of delivery

face to face

Type

compulsory

Recommended or required reading and other learning resources/tools

Master thesis and selected literature:
Carol Alexander (2009): Value-at-Risk Models, Chichester: John Wiley & Sons, Inc.
Oesterreichische Nationalbank, 2004, Rating Models and Validation: https://www.oenb.at/en/Publications/Financial-Market/Publications-of-Banking-Supervision/archive-guidelines-and-publications.html
Philippe Jorion (2011): Financial Risk Manager Handbook, 6th ed. , Hoboken: John Wiley & Sons, Inc.
Rene Doff (2015): Risk Management for Insurers, London: Risk Books, 3rd edition
Paul Wilmott (2007): Paul Wilmott introduces Quantitative Finance, 2nd ed., Chichester: John Wiley & Sons, Inc.

Planned learning activities and teaching methods

Self-study

Assessment methods and criteria

Oral examination.The assessement criteria are master thesis (40%), presentation of the master thesis (10%), questions related to the master thesis (25%) and other questions related to the ARIMA curriculum (25%). In each area a positive grading is necessary to pass the diploma examination.

Prerequisites and co-requisites

Approbated thesis and positive grades in all courses

Infos

Degree programme

Quantitative Asset and Risk Management (Master)

Cycle

Master

ECTS Credits

6.00

Language of instruction

English

Curriculum

Part-Time

Academic year

2025

Semester

4 SS

Incoming

Yes

Learning outcome

None

Course code

0613-09-06-BB-EN-34