2019 Advanced Topics in Mathematical Finance D

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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.D404
Credits
1
Academic year
2019
Offered quarter
4Q
Syllabus updated
2019/3/18
Lecture notes updated
2020/1/28
Language used
Japanese
Access Index

Lecture

Lecture 1 Overview of Risk Management Practice

2019.12.4(Wed.) 9-10Session

Lecture

Lecture 2  

2019.12.11(Wed.) 9-10Session

Lecture

Lecture 3 History and Issues of Risk Management

2019.12.18(Wed.) 9-10Session

Lecture

Lecture 4 Accounting Value vs Economic Value

2019.12.25(Wed.) 9-10Session

Lecture

Lecture 5 Interest Rate Risk in the Banking Book

2020.1.8(Wed.) 9-10Session

Lecture

Lecture 6 Economic Value based Regulatoin in Insurance (1)

2020.1.15(Wed.) 9-10Session

Lecture

Lecture 7 Economic Value based Regulatoin in Insurance (2)

2020.1.22(Wed.) 9-10Session

Lecture

Lecture 8 Wrap-up

2020.1.29(Wed.) 9-10Session

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