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Analysis and optimization of risk

ДВВ.02

Вибіркова дисципліна для ОП

Second

2024/2025

4 Semester

3

Know the essence of the category "risk" and its main types. Know the basic methods of measuring and analyzing of risk. Know the main principles of risk management and optimization of its level.

Full-time form

Know: have a basic mathematical education, knowledge of basic concepts of mathematical and functional analysis, probability theory and mathematical statistics, programming, operations research, econometrics. Be able to: identify the main factors which determined of the real processes, select appropriate mathematical methods for their effective analysis and construction of formal models for this processes.

System analysis of the categories "uncertainty" and "risk", presentation of the basic methods of decision-making under uncertainties, modern approaches to optimization of risk and its management, examples of the risk control of the complex stochastic systems.

1. А.А. Voina. Lectures on the basics of statistics. Koszalin. PK. 2015. – 375 p. 2. А.А. Voina. Risk in financial processes and the methods of research of the conjuncture. – Koszalin. PK. 2009, – 446 p. 3. A.A. Lobanov, A.V. Chugunov. Encyclopedia of financial risk management. – М., 2007. – 880 p. 4. А.А. Voina. Economic risk. Mathematical models and control methods. – K., 2001. – 100 p. 5. M.M. Leonenko, Yu.S. Mishura, V.M. Parkhomenko, Ya.I. Yadrenko. Probabilistic and statistical methods in econometrics and financial mathematics. – К., 1995. – 380 p. 6. A.N. Shiryaev. Fndamentals of stochastic financial mathematics. – М., 1998. 7. А.А. Voina. Risk control in multidimensional insurance models // Journal of Computational and Applied Mathematics. № 2(95). 2007, P. 13 – 23.

Lecture, laboratory work, independent work.

Test work, defense of laboratory work, exam.

ukrainian