In the final cycle of this year’s International Summer School that was held during July 21 - 31, visiting professor...
The only School of Management in Colombia with the Triple Accreditation recognition
One of the most important aspects of the use of mathematical modeling in the banking and financial industry is the determination of regulatory capital: the amount of money to be set apart to cover for losses.
As large banks use their own models to determine such capital, the need for understanding the nature of these risks is crucial. Likewise, the understanding of the nature of risks is important to devise portfolios that aim to diminish risk. The course seeks to cover the basic aspects of credit risk measurement in two of the main activities of financial institutions, namely, that of investing and lending.
Henryk Gzyl received a PhD in Mathematics from the University of California at San Diego (1975), and is currently visiting professor at IESA. He has published more than 120 papers on topics related to probability and its applications to mathematical models, financial mathematics and inverse problems.
He has also published four books, and several lecture notes on derivatives and interest rates. His research interests include inverse problems in finance, operational risk, and probabilistic methods in wave propagation. In 1993 he won the National Science Award in Mathematics in Venezuela.
Calle 21 No. 1-20
Bogotá – Colombia
Postal code: 111711
Bogotá
(601) 332 4144
Línea de información nacional
018000 123 300
Calle 21 No. 1-20
Bogotá – Colombia
Código postal: 111711
Bogotá
(57 601) 332 4144
Línea nacional
01800 123 300
Universidad de los Andes | Vigilada Mineducación
Reconocimiento como Universidad: Decreto 1297 del 30 de mayo de 1964.
Reconocimiento personería jurídica: Resolución 28 del 23 de febrero de 1949 Minjusticia.
Universidad de los Andes | Vigilada Mineducación
Reconocimiento como Universidad:
Decreto 1297 del 30 de mayo de 1964.
Reconocimiento personería jurídica:
Resolución 28 del 23 de febrero de 1949 Minjusticia.
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