Swedish name: Riskbaserad portfölj- och företagsstyrning
This syllabus is valid: 2017-08-21 and until further notice
Course code: 5MA179
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
Established by: Faculty Board of Science and Technology, 2017-06-12
Risk and portfolio analysis : principles and methods
Hult Henrik, Lindskog Filip, Hammarlid Ola, Rehn Carl Johan
New York : Springer : cop. 2012 : xiii, 335 p. :
ISBN: 9781461441021
Mandatory
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Quantitative risk management : concepts, techniques and tools
McNeil Alexander J., Frey Rüdiger, Embrechts Paul
Revised edition. : Princeton : Princeton University Press : [2015] : xix, 699 pages :
ISBN: 9780691166278
Mandatory
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Danielsson Jon
Financial Risk Forecasting
John Wiley & Sons : 2011 : 400 s. :
ISBN: 9780470669433 (inb.)
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Glasserman Paul
Monte Carlo methods in financial engineering
New York : Springer : cop. 2004 : 596 s. :
ISBN: 0-387-00451-3 (alk. paper)
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Meucci Attilio
Risk and asset allocation [Elektronisk resurs]
Dordrecht : Springer-Verlag Berlin and Heidelberg GmbH & Co. KG : 2005. : 550 p. :
ISBN: 9783540279044
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Diverse artiklar (tillhandahålles av inst.) Matematik och Matematisk statistik,
Matematik och Matematisk statistik :