Resultat av: Portfolio theory and risk management, SF2974, ht 2010Status: Avslutad
Publicerad under: 2010-10-18 - 2010-11-09
Antal svar: 7
Procent av kursdeltagarna som svarat: ?%
Kontaktperson: Filip Lindskog
What is you opinion on this course? - Lärorik
- very good
- I liked the course. I also like the teacher's style of teaching. He is very relaxed, and goes through things very carefully and writes good explanations on the blackboard. He asked us in one the first lectures whether we thought he was going too slow or too fast, and as usual no one said anything. I think his speed was great. Keep up the good work. Also, thanks for using your lecture notes, instead of using those thick, verbose and expensive American books!
- Very interesting course; very hands on.
- Overall a good course, the subject is definitely something that should be included in the curriculum. Filip Lindskog is a good lecturer, however sometimes it would have been nice to speed things up a bit, to be able to cover more examples.
- You feel that Lindskog really wants the course to be useful and contain the correct material - no nonsense as he says himself. I agree that the content has been good, however in the future, there MUST exist some battery of problems for the students to solve, not only examples in the lecture notes. Old exams have not been representable this course round, lamentably. I strongly urge Matematikinstitutionen to come up with a set of problems (perhaps 5 per chapter in the lecture notes) because students should not be testing their knowledge for the first time when writing the exam. I really think that it is good to make mistakes and learn from them, but BEFORE the exam! Problem solving greatly enhances the value of the knowledge acquired throughout the course. Reading only examples in the lecture notes just doesn't cut it.
- I really loved the professor because he made maths understandable also to normal human beings. So my opinion on the course is good.
What is your opinion on the lecture notes? What was best? How should it be improved?- It can be improved by using less inline equations, maybe a bit more stringent mathematics.
- It was the best
- The lecture notes are great. Of course they are not an easy read and take a long time to digest, but that's the case for any books on mathematics, even the best ones. The lecture notes are very well written. I don't think they need any more improvement, apart from fixing some typos and maybe adding a few more examples here and there.
- Consistent and good compliment to the lectures. At some points (i.e. the VaR-chapter), some notation is at times confusing.
- The lecture notes was okay. I would have liked to see even more examples though. Also, I would like to see that theorems, propositions and derivations of these includes most of the important steps so that the calculations are easy to follow. Of course it's better to over clarify than the other way around, generally in Swedish math literature there seems to be a consensus of not being that helpful on that point though.
- Lecture notes were good but often skipped logical steps - this made it paramount to "calculate along" to fully understand what is happening.
- I have to admit that without attending the lessons I wasn't able to really understand lecture notes. They are more formal than the lessons and a bit too synthetic. But all in all they are not that bad.
What topic would you have liked to see more of?- Value at the Risk
- I don't think there is need to see much more of anything. This is a course about various basic portfolio theory principles. The lecture notes cover these topics very well already.
- Perhaps more of the greek letters: gamma, rho, theta etc.
- Personally I find utility theory quite interesting, so that would have been nice to see some more of it. Perhaps a little bit less on hedging..? Also, I know that there is a lot of crap in the subject of portfolio theory, but it would nonetheless worth thinking of mentioning these subjects as well, maybe not to include these subjects in the written examination (tentamen) but I think definitely they should be mentioned in the lecture notes and in class. I'm thinking about subjects such as CAPM and likewise.
- Investment principles: we have talked about mean variance analysis without talking about efficient frontier. Where was the risk-return plot?
Further comments? Is there anything you want to add?- no
- The exam was also fair and good, and even though I didn't manage to do everything, it provided a nice final exercise of what we learned in the course. Nice course. Overall, continue on a similar path next year, and your course will remain nice.
- Overall a very good course; somewhat confusing with the switch of literature but all in all very interesting and very hands on.
- The workload in the course was ok, even though I personally think its generally too low requirements at KTH. The math institution is however better relative to its peers.
- Again, please add a problem section for students to solve on their own, containing answers!!!
- Examples were good, but I really would have needed more exercises. The final test would have been much easier having done some exercises previously.