Course info
MATH0094: Market Risk and Portfolio Theory (21/22)
The course introduces a mathematical modelling of financial markets and
based on this formulation studies the problems of market risk measuring and
hedging, and portfolio construction. Important aspects related to the
practical application and implementation of these concepts will be
highlighted The course is essentially quantitative in nature and builds on
several mathematical (probability, statistics optimisation, linear algebra,
...) and numerical (programming in Python) tools.
Course contacts
Leader
Tutor
MR
BX
Course Administrator
JD