Quantitative Risk Management ('20-'21)

Instructor

John Dodson
jdodson@math.umn.edu

Resources

syllabus updated 28 Oct
grades (Canvas)
classroom 5:30 PM Wednesdays (Zoom)
office hours 7 PM Sundays (Zoom)
discussion (Piazza)
resources (files)

Text

Required

Quantitative Risk Management revised, Alexander McNeil, Rüdiger Frey, & Paul Embrechts (Princeton)

Schedule

Wed 28 Oct, QRM ch. 1 slides exercise recording

Wed 4 Nov, QRM ch. 2 slides exercise recording

Wed 11 Nov, QRM ch. 3 slides exercise data recording

Wed 18 Nov, QRM ch. 4 slides exercise recording

Wed 25 Nov, QRM ch. 5 slides case exercise recording

Wed 2 Dec, QRM ch. 6 slides case exercise recording

Wed 9 Dec, QRM ch. 7 slides exercise recording

Wed 16 Dec, QRM ch. 8 slides recording

Wed 23 Dec, project due

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