Quantitative Risk Management

part of the FM 5031/2 financial mathematics practitioner sequence


John Dodson


syllabus updated 15 Sep
fall / spring grades (Moodle)
classroom (WebEx)
office hours (WebEx)


Required (Fall & Spring)
Quantitative Risk Management, Alexander McNeil, Rüdiger Frey, & Paul Embrechts (Princeton)
Monte Carlo Methods in Financial Engineering, Paul Glasserman (Springer)
Probability and Statistics, 4th ed., Morris DeGroot & Mark Schervish (Pearson)


Fall Term
Mon 1 Sep orientation
Wed 9 Sep slides exercise
Wed 16 Sep slides exercise
Wed 23 Sep slides exercise lecture
Wed 30 Sep slides case exercise lecture
Wed 7 Oct slides exercise
Wed 14 Oct slides assignment lecture
Spring Term
Web 20 Jan slides case exercise
Wed 27 Jan slides case exercise
Wed 3 Feb slides case exercise
Wed 10 Feb slides case exercise
Wed 17 Feb slides case exercise
Wed 24 Feb slides case office hours project

Last Modified Wednesday September 30, 2015
The views and opinions expressed in this page are strictly those of the page author. The contents of this page have not been reviewed or approved by the University of Minnesota.