KTH Mathematics

Material for the exercise on scenario-based risk analysis. The problem description can be found here: Report_Instructions_2_2016.pdf The workspace used for the exercise is not available at the moment. Information about the workspace can be found here: 2Extra.pdf You can find information on how to install Quantlab and access data on this home page: KTH Finance Lab This workspace is good for accessing data and trying on some features in Quantlab: Demo Series.qlw A manual on coding in Quantlab: Quantlab Users Manual 3.1.pdf Course homepage Alexander's homepage Address: Department of Mathematics Royal Institute of Technology SE-100 44 Stockholm Sweden Email: aaurell at kth dot se Office room: 3747 Phone: +46-8-790 71 36

Published by: Alexander Aurell Updated: 25-09-2017