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BUSI4428 Quantitative Risk Management
创建日期：2024-04-29 17:47:52
标签： BUSI4428
Quantitative Risk Management

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BUSI4428 Quantitative Risk Management


Breakdown of Student Learning Hours
44 hours lecture contact. The balance of 156 hours made up from independent
study (90 hours), coursework preparation (66 hours)
Method and Criteria of Assessment
Individual Coursework (3,000 word report) (100%)
Default Reassessment Method
Coursework
Lecture Timetable Slot and Location
Mondays 09:00 to 10:00 in JC Jubilee Conference Centre Auditorium; Fridays 14:00
to 16:00 in JC Jubilee Conference Centre Auditorium.
Full details of coursework
Provided separately
Deadline Date for Submission of Coursework
Your coursework needs to be submitted electronically to Moodle. See your Student
Handbook (on Moodle) for further details of this process. The deadline for course-
work submission is 7th April 2022 at 3pm. Late submission will attract a mark
penalty unless an extension has been approved (see your Student Handbook on
Moodle for details).
Module Aims
To provide students with a conceptual introduction to the basic principles and prac-
tices of modern quantitative financial risk management, and to give them experi-
ence of carrying out the calculations involved using appropriate software.
Learning Objectives and Outcomes
Intellectual skills
This module develops:
ˆ Being able to think critically and be creative: manage the creative processes
in self and others; organise thoughts, analyse, synthesise and critically ap-
praise. This includes the capability to identify assumptions, evaluate state-
ments in terms of evidence, detect false logic or reasoning, identify implicit
values, define terms adequately and generalise appropriately
ˆ Using information and knowledge effectively in order to abstract meaning
from information and to share knowledge, including the use of quantitative
skills
Professional practical skills
This module develops:
ˆ The ability to conduct research into business and management issues either
individually or as part of a team through research design, data collection,
analysis, synthesis and reporting
Module Details on Moodle
The web address for Moodle is moodle.nottingham.ac.uk. Moodle contains the
definitive module specification (including all assessment details), past exam pa-
pers, and assessment feedback and review pages. You can see information on pre-
vious student performance and SEM feedback on the module. For most modules,
Moodle also contains online tutorial sign-up lists, module forums, module news and
announcements, and a module home page that provides access to online materials
such as electronic copies of lecture handouts.
Feedback on Teaching
The School operates a system of formal teaching appraisal (termed SEM). You may
be asked to complete a short on-line questionnaire relating to the teaching on this
module. Your co-operation would be very much appreciated, as we value feed-
back to maintain the quality of our programmes. SEM is completed online using
Evaluate.

This Module Outline should be read in conjunction with your Student Handbook.
Week Date Lecture topic Summary
1 31/01 Introduction and historical
overview I.
Portfolio theory, the rise of VaR.
2 04/02 Introduction and historical
overview II.
VaR and Modern risk measures.
3 07/02 Statistical Underpinnings of
Quantitative Risk
Management I. (Lecture plus
laptop session)
R will start automatically when
you start Rstudio. Try to work through the introductory
guide Simple-R, available via this module’s Moodle
page. Links to other introductory guides to this
software are also on Moodle
4 11/02 Statistical Underpinnings of
Quantitative Risk
Management II. (Lecture plus
laptop session)
5 14/02 Statistical Underpinnings of
Quantitative Risk
Management IIII. (Lecture plus
laptop session)
6 18/02 Measures of Financial Risk:
Overview I (lecture + laptop)
Mean-variance framework; VaR
7 21/02 Measures of Financial Risk:
Overview II (lecture + laptop)
Expected shortfall; coherent risk measures; spectral
risk measures
8 25/02 Parametric Approaches I.
(lecture plus laptop session)
Volatility forecasting, correlations, alternative types of
parametric approaches, conditional vs. unconditional
approaches.
9 28/02 Parametric Approaches II.
(lecture plus laptop session)
10 04/03 Parametric Approaches III.
(lecture plus laptop session)
11 07/03 Non-Parametric Approaches I.
(lecture plus laptop session)
Historical simulation, bootstrap, non-parametric
density estimation.
12 11/03 Non-Parametric Approaches II.
(lecture plus laptop session)
13 14/03 Monte Carlo Approaches I.
(lecture plus laptop session)
Introduction to Monte Carlo methods.
14 18/03 Monte Carlo Approaches II.
(lecture plus laptop session)
15 21/03 Coursework guidance This session is given over to dicussion of the
application of the techniques we have covered to the
coursework topic.
16 25/03 Extreme Value Approaches I.
(lecture)
Basics of EVT; Generalised Extreme Value theory; the
Peaks over Threshold approach; strengths and
limitations of EVT.
17 28/03 Extreme Value Approaches II.
(laptop)
Applications of EVT
18 01/04 Liquidity Risk (lecture plus
laptop session)
Types of liquidity risk and how to deal with them
19 04/04 Backtesting I. (lecture plus
laptop session)
how to backtest risk models.
20 08/04 Backtesting II. (lecture plus
laptop session)
further topics in backtesting.
21 02/05 Credit Risk (lecture plus
laptop session)
Nature of credit risk; measuring credit risk; alternative
credit risk models.
22 06/06 Course review and evalutation
Readings for each lecture will be supplied in an accompanying reading pack on Moodle.
案例分类
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