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Syllabus:

Enterprise Risk Management, 15 credits

The course is discontinued

Swedish name: Riskbaserad portfölj- och företagsstyrning
This syllabus is valid: 2015-08-17 valid to 2017-06-25 (newer version of the syllabus exists)
Syllabus for courses starting between 2015-08-17 and 2017-06-25
Course code: 5MA152
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: Pass with distinction, Pass with merit, Pass, Pass with distinction, Pass, Fail
Responsible department: Department of Mathematics and Mathematical Statistics
Established by: Faculty Board of Science and Technology, 2015-01-08
Revised by: Faculty Board of Science and Technology, 2015-05-12

Required Knowledge

The course requires courses in Mathematics and Mathematical Statistics minimum 60 ECTS including courses in Financial Mathematics and Monte Carlo-methods and a basic course in mathematical statistics. Proficiency in English equivalent to Swedish upper secondary course English 5/A. 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: 2015 week 34

Danielsson Jon
Financial Risk Forecasting
John Wiley & Sons : 2011 : 400 s. :
ISBN: 9780470669433 (inb.)
Mandatory
Search the University Library catalogue

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

Diverse artiklar (tillhandahålles av inst.)
Matematik och Matematisk statistik :
Mandatory