FIN 4999 - Financial Risk Management (3)
Prerequisites: & This course uses financial statistics and business mathematics to maximize investors/firms wealth and control their risks. It deals with financial risk, risk measurement and risk management. The main areas of interest are market risk, value-at-risk (Var), interest rate and liquidity risks with asset liability management, credit and portfolio risks, operating risk, loan pricing risk and inter-risk diversification. Other special topics will include options and futures as well as mortgage-backed securities.
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