Bild
Matematiska tecken
Foto: /Konstnär: Per Petersson
Länkstig

Financial risk

Kurs
MSA400
Avancerad nivå
7,5 högskolepoäng (hp)
Studietakt
50%
Undervisningstid
Dag
Studieort
Göteborg
Undervisningsspråk
Engelska
Start/slut
-
Del av termin
Fjärdedel 1 till 2

Om utbildningen

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.

This course is open to

Exchange students at the Faculty of Science and exchange students on a university-wide agreement. Please contact your international coordinator at the University of Gothenburg if you need to know more.

Förkunskapskrav

Basic courses in linear algebra, calculus and mathematical statistics.

English proficiency

Incoming students should have an English level equivalent of B2 or higher as courses and materials, including presentations and exams, will be in English.

To assess your English level, you can use the self-assessment grid for reference.

Application

Do you want to apply for exchange studies at the University of Gothenburg?

Read more on the page Apply for exchange studies