Financial Invest & Corp Risk A (861G1)
Financial Invest & Corp Risk Analysis
Module 861G1
Module details for 2024/25.
15 credits
FHEQ Level 7 (Masters)
Module learning outcomes
Understand definitions of risks and their basic properties
Understand concept of quantification of risk
Understand how to use mathematical and statistical tools of risk modelling (beta, default probability, trend, VaR, Omega etc.)
Understand how to perform computation and analyse quantitative models (regression; Monte Carlo; parameter adjusting, causality etc.).
| Type | Timing | Weighting |
|---|---|---|
| Dissertation (3000 words) | Semester 2 Assessment Week 2 Fri 16:00 | 100.00% |
Timing
Submission deadlines may vary for different types of assignment/groups of students.
Weighting
Coursework components (if listed) total 100% of the overall coursework weighting value.
| Term | Method | Duration | Week pattern |
|---|---|---|---|
| Spring Semester | Lecture | 2 hours | 11111111111 |
| Spring Semester | Practical | 2 hours | 01010101011 |
How to read the week pattern
The numbers indicate the weeks of the term and how many events take place each week.
Prof Konstantin Blyuss
Convenor, Assess convenor
/profiles/235060
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