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Financial risk

Course
Master’s level
7,5 credits (ECTS)
Study pace
50%
Time
Day
Location
Göteborg
Study form
Campus
Language
English
Duration
-
Application open
-
Application code
GU-21760
Tuition
Full education cost: 14 875 SEK
First payment: 14 875 SEK

No fees are charged for EU and EEA citizens, Swedish residence permit holders and exchange students.

More information about tuition fees

Application closed, late application opens 15 December 2020.

About

Economic risks lead to catastrophic losses on a regular basis. Among the most spectacular examples are the tulip speculation back in the 17th century and the collapse of the Barings Bank in 1995. The course gives a short historical introduction to the subject as well as an introduction to some mathematical methods of economic risk analysis. Special attention is paid to the decision theory, actuarial mathematics and the concept of "Value at Risk". The course consists of lectures, exercises and projects.

For
more information

Prerequisites and selection

Requirements

Basic courses in linear algebra, calculus and mathematical statistics.

Selection

All eligible applicants who have applied before the deadline will be granted a place.

Facilities

Mathematical
Sciences is a joint department of Chalmers/University of Gothenburg. Your
education takes place in the spacious and bright premises of Mathematical
Sciences at the Chalmers campus Johanneberg, where there are lecture halls,
computer rooms and group rooms. Here you can also find student lunch room and
reading room, as well as student counsellors and student office.

Maps for
Campus Johanneberg