This unit introduces students to some important literature in the fields of actuarial studies, quantitative finance and risk management. It also gives students an introduction to the methodology of research in these important fields. The unit aims to increase the mathematical, statistical, quantitative and research skills of students essential for their success in research in the areas of actuarial studies, quantitative finance and risk management. The unit covers important areas such as quantitative risk management, market consistent valuation, asset pricing, portfolio selection, financial econometrics and other areas of actuarial studies. Emphasis of topics may vary depending on the... -- Course Website
Instructor: Finance staff
Prerequisites: Permission of Executive Dean of Faculty