MSA400 Financial risk 7,5 hec


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.
Syllabus
 
The course is given
  • in the second half of autumn (from Spring 17: second half of spring)
  • jointly with Chalmers MVE220
 
 
 

Course information spring 2020

 

Course information spring 2018

Course information spring 2017

Course information autumn 2015

  • Course coordinator: Sören Christensen
  • Schedule

Course information autumn 2014

  • Course coordinator: Mattias Sunden
  • Schedule

Course information autumn 2013

  • Course coordinator: Mattias Sunden
  • Schedule

Course information autumn 2012

Course information autumn 2011

Course information autumn 2010

Course information autumn 2009

Course information spring 2008

Published: Wed 18 Dec 2019.