Please note that this course includes the Basic Course Financial Mathematics. The Basic Course Financial Mathematics is a mandatory part of the course and relevant for the exam.
You are automatically added to the Moodle course room for the Basic Course Financial Mathematics if you enroll for the Financial Risk Management Moodle Course (see below).
At the end of this course, Students will be able to demonstrate that they can:
Bingham, N.H. & Kiesel, R. Risk-Neutral Valuation. Springer, 2004.
Hull, J. Risk Management and Financial Institutions. John Wiley & Sons, 2015.
Jorion, P. Value-at-Risk. McGraw-Hill, 2006.
Hull, J. Options, Futures, and Other Derivatives. Pearson Education, 2014.
McNeil, A., Frey, R., Embrechts, P. Quantitative Risk Management. Princeton University Press, 2015.
Login into your ZIM account to access the Moodle key under "Material" below.