Course Outline: (Click Icon to download !!) (Last update on: 21 June 2021)

Key facts for Summer 2021:

Introduction:

The uncertainty in an event or an activity is known as risk. Risks are encountered in trivial events such as travelling and in professional activities such as business partnership. We take risk every day. This course provides a broad perspective on both current practices and mathematical theories of risk management. Topics include qualitative and quantitative classifications of risks, mathematical modelling of financial markets and derivatives, current financial issues and crises, and statistical analysis of financial data, mathematics of insurance and Actuarial Science. This course is designed for the students who are interested in the scientific and mathematical aspects of risk management, financial market and actuarial science.

任何事件或活動的不確定性皆可視為風險。我們於日常中會遭遇到各項大大小小的風險。小如平日生活之衣食住行、大如商業之投機活動，風險總是伴隨左右。本課程為風險管理的實際應用和數學理論提供廣泛概要。本課程涵蓋範圍包括：風險的質化與量化分類，金融市場與衍生產品的數學建模，現今金融的課題與危機，金融數據的統計分析，保險數學與精算。本課程為有興趣於風險管理，金融市場或精算學之數理概念的同學而設。