General

Instructor

Peter Bloomfield

Telephone number

515-1913

E-mail address

bloomfield@stat.ncsu.edu

Office hours

2:00 - 4:00 p.m. Wednesdays

Office address

14 Patterson Hall

Class meeting times

9:10 - 10:00 a.m. MWF, in 172 Harrelson Hall

Course prerequisites: Instructor's permission

General Education Requirements: Not applicable.

Student learning outcomes for the course: The student will be able to:

• recognize statistical models relevant to a problem in financial risk;
• analyze historical data to identify and estimate such models;
• incorporate statistical models into an integrated risk calculation;
• distinguish among measures of risk and understand which to use in a given application.

Required Textbook: none.

Recommended Textbooks: under construction...

Course organization and scope:

Reading assignments: Under construction...

Homework assignments: Under construction...

Tests: You will write a term paper on a topic to be identfied by mid-semester.

Grades: A satisfactory term paper will result in a course grade of "S".

Auditors are excused from the tests, but meet all other course requirements, including timely submission of homework.

Incomplete grades and late assignments: An incomplete grade will be given only in accordance with NCSU policy. Homework will be accepted late only with prior approval from the instructor.

Attendance, absences, and makeup work: Full participation in classes, laboratory period and examinations is expected of all students. Students are expected to inform the instructor in advance about any anticipated excused absences. See the university attendance regulation for university definitions of excused absences.

Academic Integrity:

1. NCSU has a policy on academic integrity, which you may find in the Code of Student Conduct.

2. It is the understanding and expectation of the instructor that the student's signature on any test or examination means that the student neither gave nor received unauthorized aid.

3. As noted above, you are encouraged to work together to master the exercises assigned as homework. The final paper is submitted for credit, and must be your own individual work.

Students with disabilities: Reasonable accommodations will be made for students with verifiable disabilities. In order to take advantage of available accommodations, students must register with Disability Services for Students at 1900 Student Health Center, Campus Box 7509, 515-7653. http://www.ncsu.edu/provost/offices/affirm_action/dss/ . For more information on NC State's policy on working with students with disabilities, please see the Academic Accommodations for Students with Disabilities Regulation.

Laboratory safety and field trips: Not applicable.

Statement on extra expenses: Not applicable.

Statement on transportation: Not applicable.