Risk Modeling
MoR-2-NP
Subject | Risk Modeling (RiM) |
Guarantee |
doc. Mgr. Kamila Hasilová, Ph.D. |
Department | Katedra kvantitativních metod |
Specialization | NO |
Profiling subject | NO |
Theory profiling subject | NO |
Final exam | NO |
Multi semestral subject | NO |
Subject is guaranted by other school | NO |
Optionality | Povinně volitelný |
Clasification | Zápočet |
Credits | 4 |
Recommended year/semester | 2/3 |
Number of weeks | 14 |
Celkem (h) | Př. | Cv. | Lab. | Sem. | Kurzy | Praxe | Stáže | Soustř. | Exkurze | Terén | SP | Konzultace | PV | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Basics of probability | 4 | 2 | 2 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Basics of statistics | 4 | 2 | 2 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Quantitative risk analysis - regression 1 | 4 | 2 | 2 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Quantitative risk analysis - regression 2 | 4 | 2 | 2 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Quantitative risk analysis - function estimates | 4 | 2 | 2 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Case study: technical systems risk | 4 | 0 | 0 | 0 | 4 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Assessing risk based on real data | 4 | 0 | 0 | 0 | 4 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Credit exercise | 4 | 0 | 4 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Case study: environmental risks | 4 | 0 | 0 | 0 | 4 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Case study: technical system risks | 4 | 0 | 0 | 0 | 4 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Assessing risk based on real data | 4 | 0 | 0 | 0 | 4 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Credit exercise | 4 | 0 | 4 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Case study: economic aspects of risk | 4 | 0 | 0 | 0 | 4 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Continuous models | 4 | 2 | 2 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Discrete models | 4 | 2 | 2 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Povinná:
Michálek, Jaroslav, Lucie Hampelová, Kamila Hasilová a Michal Šmerek. Matematické metody modelování rizik. Brno: Univerzita obrany, 2017.
Neubauer, Jiří, Marek Sedlačík a Oldřich Kříž. Základy statistiky: Aplikace v technických a ekonomických oborech, 2., rozšířené vydání. Praha: Grada, 2016.
Doporučená:
Vose, David. Risk Analysis. A quantitative guide, 3. vyd. Chichester: Wiley, 2008.
Klein, John P. a Melvin L. Moeschberger. Survival Analysis. Techniques for Censored and Truncated Data, 2. vyd. New York: Springer, 2003.
Michálek, Jaroslav, Lucie Hampelová, Kamila Hasilová a Michal Šmerek. Matematické metody modelování rizik. Brno: Univerzita obrany, 2017.
Neubauer, Jiří, Marek Sedlačík a Oldřich Kříž. Základy statistiky: Aplikace v technických a ekonomických oborech, 2., rozšířené vydání. Praha: Grada, 2016.
Doporučená:
Vose, David. Risk Analysis. A quantitative guide, 3. vyd. Chichester: Wiley, 2008.
Klein, John P. a Melvin L. Moeschberger. Survival Analysis. Techniques for Censored and Truncated Data, 2. vyd. New York: Springer, 2003.
Průběžný test, seminární práce, aktivní účast.
6p + 6se