SF2980 Risk Management Schedule 2016 Short course description More detailed information about the course 2016 Schedule and preliminary plan 2016 Course literature: Risk and Portfolio Analysis: Principles and Methods, Springer Series in Operations Research and Financial Engineering, by H. Hult, F. Lindskog, O. Hammarlid, and C. J. Rehn. ISBN 978-1-4614-4102-1 Errata Material appearing on the course webpage Homework Assignments - Reports Report I Instructions 2016 (will add more details on Total Returns part (c)) Report 2 Instructions 2016 You can download the FinanceLab/QuantLab workspace here: optimal_bond_weights.qlw In order to open the workspace in Quantlab, right click on the link to the workspace and choose "Save link as...", then upload to your catalogue "appdata" through home.ug.kth.se Here is a guide to the Quantlab workspace: guide Report Template pdf, LaTeX Additional reading Old exams Henrik Hult (examiner, teacher) and Carl Ringqvist (assistant teacher) Exam information You must register for the exam on MyPages. Recent info The suggested solutions to the exam 2017-04-10 can be found under the "Old Exams" link above. Grade limits for the exam 2017-04-10: A (84), B (74), C (64), D (54), E (50), FX (23 on final exam). Final exam passed at 25p. Grade distribution: A (11%), B (11%), C(13%), D (2%), E (2%), F (55%), FX (4%) Grade limits for the exam 2017-04-10: A (84), B (74), C (64), D (54), E (50), FX (20 on final exam). Final exam passed at 23p. Grade distribution: A (11%), B (16%), C(15%), D (1%), F (51%), FX (5%) Grade limits for the exam 2016-01-13: A (84), B (74), C (66), D (54), E (50), FX (23 on final exam). Grade distribution: A (17%), B (16%), C(14%), D (8%), F (43%), FX (2%) Here you find the slides for Salla Franzen's guest lectures on Counterparty Credit Risk. Here you find suggested solutions to the exercises in Chapters 7-9.
 Published by: Filip Lindskog Updated: 2010-10-25