Welcome to Risk Measurement This course provides an in-depth review of the fundamentals of probability and statistics followed by their application to the measurement of various types of risk. While this is not a course in risk management per se, it is impossible to avoid the risk management implications of risk identification and measurement. The course considers various types of risk faced by both private enterprise and the public sector.
Textbook: Textbook Financial Risk Manager Handbook, Philippe Jorion, 5th Ed, Wiley and Sons,
Optional Additional Textbook:
The Fundamentals of Risk Measurement, Christopher Marrison, 1st Ed, McGraw-Hill,
Other additional readings will be assigned.
All notes and assignments will be posted here: (password is required)