Academic Year: 2022-2023
Course Hours / Week: 3 hours per week / 8 weeks
The course is designed to give a solid foundation in the concepts that will be required in the more advanced courses. It begins with an introductory analysis of VaR seen as a quantile, studying the possible changes that it would suffer if are used the diferents p.d.f. (Normal, Student, Gumbel, Weibull, etc.). This course is vital to know and dominate the mathematical expressions of the main probability functions. An important value of this course is the implementation of various codes in R.