MSA400 Finansiell risk 7,5 hp

Economic risks lead to catastrophic losses on a regular basis. Among the most spectacular examples are the tulip speculation back in the 17th century and the recent $18 billion Madoff fraud. The course gives a short historical introduction to the subject as well as an introduction to mathematical methods for analysis of large economic risks. Special attention is paid to extreme value theory, the concept of "Value at Risk", and credit risk. The course and examination of the course is based on presentations and discussion in class, and on two technical projects.
Kursen ges
  • andra halvan av hösten (från våren 17: andra halvan av våren)
  • tillsammans Chalmers MVE220

Kursinformation våren 2017

Kursinformation hösten 2015

  • Kursansvarig: Sören Christensen
  • Schema
  • Kursansvarig: Mattias Sunden
  • Schema

Course information autumn 2012

Kursinformation hösten 2011

Kursinformation hösten 2010

Kursinformation hösten 2009

Kursinformation våren 2008


Publicerad: ti 04 dec 2012. Ändrad: on 24 jul 2019