Module code: MA3266
This module will take an in-depth approach to investment risk, its measurements and the advantages and disadvantages of the different measures. We will explore how insurance companies help to reduce or remove risk, and gain a deeper understanding of simple stochastic models for investment returns. This module will provide the opportunity to construct, interpret and discuss the models underlying liability valuations.
- 33 hours of lectures
- 2 hours of seminars
- 11 hours of practical classes and workshops
- 104 hours of guided independent study
- Exam, 2 hours (70%)
- Coursework (30%)