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Syllabus:

Enterprise Risk Management, 15 credits

The course is discontinued

Swedish name: Riskbaserad portfölj- och företagsstyrning
This syllabus is valid: 2014-08-18 valid to 2015-08-16 (newer version of the syllabus exists)
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

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: 2014 week 35

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