Postgraduate Course: Risk Mathematics (BUST11179)
Course Outline
School |
Business School |
College |
College of Humanities and Social Science |
Course type |
Standard |
Availability |
Available to all students |
Credit level (Normal year taken) |
SCQF Level 11 (Postgraduate) |
Credits |
10 |
Home subject area |
Business Studies |
Other subject area |
None |
Course website |
None |
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Course description |
The course is concerned with the mathematics relating to the risk assessment of financial investments, with an emphasis on practical application. The intention is to equip students with a grounding in the mathematical concepts and tools which will help them cope in the increasingly sophisticated financial markets. The course is designed for students with a mathematical background.
The course will provide essential preparation for Semester 2 courses, in particular: Derivatives; Credit Risk; Portfolio Management and Investment Analysis; and Economic and Asset Models.
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Entry Requirements
Pre-requisites |
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Co-requisites |
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Prohibited Combinations |
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Other requirements |
None
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Additional Costs |
None |
Course Delivery Information
Summary of Intended Learning Outcomes
Students will become aware of the fundamental mathematical techniques employed in financial risk management and their limitations. They will gain an ability to carry out calculations to value and analyse the risks of basic financial assets and portfolios.
The course will develop analytical, quantitative and problem-solving skills. Learning will primarily be through reading, thinking, attending lectures, attempting the quantitative questions set at the end of lectures and participating in tutorials.
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Assessment Information
There will be a mid-term multiple choice examination which counts for 30% of the total marks and a final two hour examination which counts for 70% of the total marks. |
Please see Visiting Student Prospectus website for Visiting Student Assessment information |
Special Arrangements
Not entered |
Contacts
Course organiser |
Dr Andrew Adams
Tel: (0131 6)50 3807
Email: A.Adams@ed.ac.uk |
Course secretary |
Ms Caroline Leburn
Tel: (0131 6)51 3854
Email: Caroline.Leburn@ed.ac.uk |
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copyright 2010 The University of Edinburgh -
1 September 2010 5:39 am
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