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Year 2019-20
Graduate
MSc in Mathematical and Computational Finance
Hilary
Quantitative Risk Management (2019-20)
Quantitative Risk Management (2019-20)
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Course Term
:
Hilary
Course Overview
:
to follow
Lecturer(s)
:
Prof. Samuel Cohen
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General
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Course Materials
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Lecture notes
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Select activity Introduction
Introduction
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Select activity Problem Sheet 1
Problem Sheet 1
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Select activity Problem Sheet 1: Metallgesellschaft
Problem Sheet 1: Metallgesellschaft
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Problem Sheet 1 Solutions
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Select activity Problem Sheet 2
Problem Sheet 2
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Select activity Problem Sheet 2: LTCM
Problem Sheet 2: LTCM
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Select activity Recap & Mock Exam question
Recap & Mock Exam question
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Select activity Problem Sheet 2 Solutions
Problem Sheet 2 Solutions
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