Department of Actuarial Mathematics and Statistics

F71ER1 - Enterprise Risk Management I (MSc's in Act Man and QFRM)

F71RM1 - Financial Risk Management (BSc)

• Andrew CAIRNS
  
• tel: (+44) 131 451 3245
  
• fax: (+44) 131 451 3249
  
• e-mail: A.Cairns@ma.hw.ac.uk

Stop Press 24/10/2011

• Assignments and additional R code are now available.
• For MSc students a short note on model validation can be found below and on Vision.

BSc students: Assignment

• BSc students assignment handout and questions
• ftse100.r - FTSE100 dataset

MSc students: Assignment

• MSc students assignment handout and questions
• HangSeng.r - Hang Seng dataset
• Chapter 10 notes on Model Validation

R data and code

• HangSeng.r - Hang Seng dataset (MSc students assignment!!!!)
• ftse100.r - FTSE100 dataset (BSc students assignment!!!!)
  
• Assignment Lab notes
• functions10A.r

• functions10B.r

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• Back to Andrew Cairns's home page.