FINTECH545
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Quantitative Risk Management
Subject
FINTECH
Catalog Number
545
Title
Quantitative Risk Management
Course Description
Quantitative Risk Management offers a hands-on introduction to the science and implementation of risk analytics. Topics include probability theory, regression and time series analysis, risk metrics such as Value at Risk and Excepted Shortfall, derivative valuation methods, stress testing and scenario analysis, factor models, and portfolio construction and optimization.
Grading Basis
Graded
Course Typically Offered
Occasionally
Consent (Permission Number)
No Special Consent Required
Min Units
3
Max Units
3
Lecture