2019 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
2019
Offered quarter
3Q
Syllabus updated
2019/3/18
Lecture notes updated
2019/11/11
Language used
Japanese
Access Index

Lecture

Lecture 1 Introduction

2019.10.2(Wed.) 9-10Session

Lecture

Lecture 2 Basis for Valuation

2019.10.9(Wed.) 9-10Session

Lecture

Lecture 3 Case Study: Insurance Products (1)

2019.10.16(Wed.) 9-10Session

Lecture

Lecture 4 Case Study: Insurance Products (2)

2019.10.23(Wed.) 9-10Session

Lecture

Lecture 5 Introduction to Risk Evaluation

2019.10.30(Wed.) 9-10Session

Lecture

Lecture 6 EVT and Risk Aggregation

2019.11.6(Wed.) 9-10Session

Lecture

Lecture 7 Credit Risk Measurement

2019.11.13(Wed.) 9-10Session

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