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Resource Page for ST958

Topic 1: Introduction to Risk Measures

Lecture notes [pdf]

The lecture notes will be updated after each lecture.

Problem Sheet [pdf]

Solution Sheet [pdf]

The problem sheet will be updated after each chapter, the solution sheet in due time.

The class test for Topic 1 will take place in the lecture on Wednesday 31st January.

Topic 2: Systemic risk and contagion risk

Lecture notes with the exercises [pdf]

The lecture notes will be updated regularly.

The class test for Topic 2 will take place in the lecture on Wednesday 21 Feb.

Topic 3: Stochastic Volatility

Problem Sheet [pdf]

Solutions: [pdf]

The class test for Topic 3 will take place in the lecture on Tuesday 13 Mar.

Sample Exam

ST958 Sample Exam [pdf]

Solutions [Risk Measures] [Systemic Risk] [Stochastic Volatility].