Risk and Asset Allocation ('09-'10)

part of the FM 5031/2 financial mathematics practitioner sequence

Instructor

John Dodson
jdodson@math.umn.edu

Resources

Syllabus
Class blog
Dropbox
Meucci text website
Meucci MATAB Central website
Files

Texts

Required (Fall & Spring)
Risk and Asset Allocation, Attilio Meucci
Recommended
Monte Carlo Methods in Financial Engineering, Paul Glasserman
Quantitative Risk Management, Alexander McNeil, Rüdiger Frey, & Paul Embrechts
Probability and Statistics, 3rd ed., Morris DeGroot & Mark Schervish

Lectures

Fall Term
9 Sep slides recording exercise
16 Sep slides recording exercise
23 Sep slides recording exercise
30 Sep slides recording exercise
7 Oct slides recording exercise
14 Oct paper recording exercise
21 Oct slides recording exercise
Spring Term
20 Jan slides recording exercise
27 Jan slides recording exercise
3 Feb slides recording exercise
10 Feb slides recording exercise
17 Feb slides recording
24 Feb slides recording exercise

Notes

Journal

Last Modified Saturday June 12, 2010
The views and opinions expressed in this page are strictly those of the page author. The contents of this page have not been reviewed or approved by the University of Minnesota.