This course is compulsory on the BSc in Financial Mathematics and Statistics. This course is available on the BSc in Accounting and Finance, BSc in Business Mathematics and Statistics, BSc in Econometrics and Mathematical Economics, BSc in Economics, BSc in Mathematics and Economics, BSc in Mathematics, Statistics and Business and Diploma in Accounting and Finance. This course is available as an outside option to students on other programmes where regulations permit. This course is available with permission to General Course students.
This course is compulsory on the BSc in Financial Mathematics and Statistics. This course is available on the BSc in Accounting and Finance, BSc in Business Mathematics and Statistics, BSc in Econometrics and Mathematical Economics, BSc in Economics, BSc in Mathematics and Economics, BSc in Mathematics, Statistics and Business and Diploma in Accounting and Finance. This course is available as an outside option to students on other programmes where regulations permit. This course is available with permission to General Course students.
20 hours of lectures and 10 hours of classes in the MT. 20 hours of lectures and 10 hours of classes in the LT.
Students will be expected to produce written work for classes and to make positive contributions to class discussion.
J Danielsson, Financial Risk Forecasting: The Theory and Practice of Forecasting Market Risk will be the required textbook for the first half of the course; additional readings may be assigned as needed. For the second half of the course, there is no required textbook, but the following is an excellent reference: J Hull, Options, Futures, and Other Derivatives.
Exam (45%, duration: 2 hours) in the summer exam period. Coursework (50%) in the MT. Coursework (5%) in the LT.