Next course schedule

16 Março 2020, 12:49 António Manuel da Nave Quintino

Dear Students, I hope you are well but please, keep yourselves safe and isolated.  Some guidelines on the course:

  • The course will be delivered by videoconferencing until the IST cancels the quarantine;
  •  I will make available on Fenix a document with instructions to follow for videoconferencing;
  • Whenever possible, the videos of the lectures will be made available;
  • The program will be maintained, with slight adaptations given the interruption in teaching (see below the details); further changes can be made if needed;
  • Since we will not have access so early to the IT labs, the The Monte Carlo classes will be moved to the end of the course in order you can access the 15 days of free trial software, enough to follow the practical handouts and complete the group work (for the ones who want to apply);
  • The group work for the students who want to apply, should be done using tools for remote collaboration, like Skype, never joining the group together in a room; I will inform the limit date for group registration on Fenix;
  • Online support will be assured by Skype (see the course web page instructions)
  • The exams dates in June and July, will be maintained, so far;
Next Chapters schedule:

  • Statistical theoretical distributions
  • Risk Portfolios
  • Financial Risk Measures
  • Bayesian Networks
Easter Holidays 

  • Bayesian Networks
  • Project Risk
  • Credit Risk
  • Market risk
  • Monte Carlo simulation
  • Reliability


Keep yourselves safe