2018 Advanced Topics in Mathematical Finance C

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Academic unit or major
Graduate major in Mathematics
Instructor(s)
Morimoto Yuji 
Class Format
Lecture     
Media-enhanced courses
Day/Period(Room No.)
Wed9-10(H137)  
Group
-
Course number
MTH.D403
Credits
1
Academic year
2018
Offered quarter
3Q
Syllabus updated
2018/3/20
Lecture notes updated
2018/11/20
Language used
Japanese
Access Index

Lecture

Lecture 1 Introduction

2018.10.3(Wed.) 9-10Session

Lecture

Lecture 2 Basis for Valuation

2018.10.10(Wed.) 9-10Session

Lecture

Lecture 3 Case Study: Insurance Products (1)

2018.10.17(Wed.) 9-10Session

Lecture

Lecture 4 Case Study: Insurance Products (2)

2018.10.24(Wed.) 9-10Session

Lecture

Lecture 5 Introduction to Risk Evaluation

2018.10.31(Wed.) 9-10Session

Lecture

Lecture 6  

2018.11.7(Wed.) 9-10Session

Lecture

Lecture 7 EVT and Risk Aggregation

2018.11.14(Wed.) 9-10Session

Lecture

Lecture 8 Credit Risk Measurement

2018.11.21(Wed.) 9-10Session

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