This course is about risk management for financial markets. Concepts treated are interest rate, arbitrage, forwards, options including Black-Scholes formula, optimal portfolios, CAPM and Value at risk.
Course literature: “Mathematics for Finance. An Introduction to Financial Engineering” by Marek Capinski and Tomasz Zastawniak, 2nd ed, Springer 2010.
Course responsible: Filip Lindskog.
- Teacher: Filip Lindskog