Overview

This is the homepage of the Risk Analysis & Modelling Course held on Wednesday at 6:16pm in Room 1001 at the Cass Business School. Students attending this course are advised to check this web page atleast once per week to check for announcements and new materials.

Any questions regarding this course should be forwarded to: Enquiries

There is a coursework extension, coursework is to be handed in by the 30th May 2003, a revision session for people having questions about the coursework will be held on the 23rd May, 2003 between 6pm and 9pm in Room 1001. Could students please inform the other students about this.

A note on low volatility Monte Carlo results. In the small dataset the volatility of return on some stock compared to their expected return is low. This causes the simulated value lines to be fairly 'straight'. For example, If you look at the monte carlo simulations for EIDOS you will notice they have alot of movement in them. This is unlike Safeway which has very little movement about its upward trend.