Explores the Decision Theory Framework in Statistical Theory, viewing statistics as a random game with key concepts like admissibility, minimax rules, and Bayes rules.
Explores coherent risk measures and the spectral approach to risk aversion, covering VaR, ES, subadditivity, convexity, and the creation of new risk measures.
Covers the fundamentals of financial risk management, including types of risk, historical developments, regulatory events, and the challenges in quantitative risk management.
