Value & Risk

 
 

The key aims of this course are to explain how agents react under conditions of uncertainty in the context of financial mathematics.  We will introduce and develop a model of how individuals make investment and insurance decisions when faced with risk; we will explore the trade-off between risk and reward, and explain how our attitude to risk affects how we value a portfolio. We can then use the theory to explain the prices of assets and the cost of insurance.


 

Course: SB4b

Actuarial Science II


Revision Lectures:

Trinity Term

Monday 2nd week

Thursday 3rd week

10am (PROVISIONAL)

Statistics Department, St. Giles


Consultation Time:

Trinity Term

Monday 2nd week

Thursday 3rd week

(TIMES TBC)

Statistics Department, St. Giles


Other times may be available by arrangement with me or the Course Tutors and TAs.