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)
Syllabus for courses starting before 2009-09-06
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
Literature
Valid from: 2009 week 36
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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