Financial risk
About
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 collapse of the Barings Bank in 1995. The course gives a short historical introduction to the subject as well as an introduction to some mathematical methods of economic risk analysis. Special attention is paid to the decision theory, actuarial mathematics and the concept of 鈥淰alue at Risk鈥. The course consists of lectures, exercises and projects.
Prerequisites and selection
Entry requirements
Basic courses in linear algebra, calculus and mathematical statistics.
Selection
All eligible applicants who have applied before the deadline will be granted a place.
Facilities
Mathematical 91探花s is a joint department of Chalmers/University 91探花. Your education takes place in the spacious and bright premises of Mathematical 91探花s at the Chalmers campus Johanneberg, where there are lecture halls, computer rooms and group rooms. Here you can also find student lunch room and reading room, as well as student counsellors and student office.
