Quantitative Risk Management

part of the FM 5031/2 financial mathematics practitioner sequence

Instructor

John Dodson
jdodson@math.umn.edu

Resources

syllabus updated 16 Jan
fall / spring grades (Moodle)
classroom Murphy Hall 130 & WebEx
office hours (WebEx)
files

Texts

Required (Fall & Spring)
Quantitative Risk Management, Alexander McNeil, Rüdiger Frey, & Paul Embrechts (Princeton)
Recommended
Probability and Statistics, 4th ed., Morris DeGroot & Mark Schervish (Pearson)

Schedule

Fall Term
Wed 6 Sep slides exercise lecture
Wed 13 Sep slides case exercise lecture
Wed 20 Sep slides case exercise code lecture
Wed 27 Sep slides exercise lecture
Wed 4 Oct slides case assignment lecture
Spring Term
Web 17 Jan slides case exercise lecture
Wed 24 Jan slides exercise lecture
Wed 31 Jan slides exercise lecture
Wed 7 Feb slides case exercise lecture
Wed 14 Feb slides assignment lecture

Last Modified Tuesday January 16, 2018
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