Swedish name: Riskbaserad portfölj- och företagsstyrning
This syllabus is valid: 2013-09-02
and until further notice
Course code: 5MA140
Credit points: 15
Education level: Second cycle
Main Field of Study and progress level:
Mathematics: Second cycle, has second-cycle course/s as entry requirements
Grading scale: TH teknisk betygsskala
Responsible department: Department of Mathematics and Mathematical Statistics
Required Knowledge
Courses in mathematics, minimum 60 ECTS, including a basic course in mathematical statistics and courses in Financial Mathematics, minimum 15 ECTS. Proficiency in English equivalent to Swedish upper secondary course English A (IELTS (Academic) with a minimum overall score of 5.5 and no individual score below 5.0. TOEFL PBT (Paper-based Test) with a minimum total score of 530 and a minimum TWE score of 4. TOEFL iBT (Internet-based Test) with a minimum total score of 72 and a minimum score of 17 on the Writing Section). Where the language of instruction is Swedish, applicants must prove proficiency in Swedish to the level required for basic eligibility for higher studies.
Literature
Valid from:
2013 week 35
Danielsson J Financial Risk Forecasting Wiley & Sons (2011) ISBN 978-0-47-066943-3 : Mandatory
Diverse artiklar (tillhandahålles av institutionen) Matematik och Matematisk statistik : Mandatory
Glasserman Paul Monte Carlo methods in financial engineering New York : Springer : cop. 2004 : 596 s. : ISBN: 0-387-00451-3 (alk. paper) Mandatory Search the University Library catalogue