Please note that this course will start on October 10, 2023. The Basic Course Financial Mathematics is a mandatory part of the course and relevant for the exam. It takes place on Tuesdays at 4pm and Wednesdays at 10 am during the first two weeks of the term.
You are automatically added to the Moodle course room for the Basic Course Financial Mathematics if you enroll for the Energy Trading 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.