FIN 446 - Quantitative Methods in Financial Risk Management

Introduces financial risk management principles, with an emphasis on implementation of such principles and their applications on real cases. Presents standard market, credit and liquidity risk measurement techniques. Students study risk management techniques from the viewpoint of financial intermediaries, investment banks, hedge funds, and financial regulators.

Prerequisite(s): MAT 221 or ECO 270; MAT 125 or MAT 150; FIN 341 and FIN 346 .

3 credit(s).

Last Term Offered: Spring 2021