Description
Risk is an intrinsic element in financial markets. Its quantitative modelling and understanding is a cornerstone of modern financial theory, as it is essential to many activities like choosing investment strategies, calculating capital requirements and creating new financial products.
This module aims to study quantitatively (by using several mathematical tools from probability, optimisation, linear algebra,...) the effects of market risk under some modelling assumptions. We will pay particular attention to the effects associated to decision making for investors and regulators. Important aspects related to the implementation of these concepts will be highlighted.
Module deliveries for 2024/25 academic year
Last updated
This module description was last updated on 19th August 2024.
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