Please note that this course will start on 06.11.2019, after the end of the Basic Course Financial Mathematics. The Basic Course Financial Mathematicsis a mandatorypart of the course and relevant for the exam.
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.