Syllabus:

Financial Economics A17 - Value at Risk, 7.5 Credits

The course is discontinued

Swedish name: Finansiell ekonomi A17 - Riskhantering

This syllabus is valid: 2009-08-31 valid to 2009-09-06 (newer version of the syllabus exists)

Course code: 2NE044

Credit points: 7.5

Education level: First cycle

Main Field of Study and progress level: Economics: First cycle, has only upper-secondary level entry requirements

Grading scale: Pass with distinction, Pass, Fail

Responsible department: Department of Economics

Jorion Philippe
Value at risk : the new benchmark for managing financial risk
3. ed. : New York : McGraw-Hill : cop. 2007 : xvii, 602 s. :
http://www.loc.gov/catdir/enhancements/fy0659/2006015513-b.html
ISBN: 0-07-146495-6 (inb.)
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