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Syllabus for

Academic year
TMV085 - Financial risk
 
Owner: TM
4,0 Credits (ECTS 6)
Grading: TH - Five, Four, Three, Not passed
Level: C
Department: 11 - MATHEMATICAL SCIENCES


Teaching language: Swedish

Course module   Credit distribution   Examination dates
Sp1 Sp2 Sp3 Sp4 No Sp
0103 Examination 4,0 c Grading: TH   4,0 c   Contact examiner

In programs

TM Teknisk matematik, Year 2 (elective)

Examiner:

Professor  Holger Rootzén


Replaces

TMS130   Financial risk


Eligibility:

For single subject courses within Chalmers programmes the same eligibility requirements apply, as to the programme(s) that the course is part of.

Course specific prerequisites

Basic courses in mathematical statistics, linear algebra and multivariable clalculus.

Aim

The course belongs to the field financial mathematics and tis aim is to give basic knowledge in handeling riscs.

Content

Economical risks sometimes leads to crashs.
We present a short historical introduction to the subject, we introduce some mathematical models for handling economical risks.

Examination


Page manager Published: Thu 03 Nov 2022.