FINE 635 Financial Risk Management (3 credits)

Note: This is the 2016–2017 edition of the eCalendar. Update the year in your browser's URL bar for the most recent version of this page, or click here to jump to the newest eCalendar.

Offered by: Management (Desautels Faculty of Management)

Administered by: Graduate Studies

Overview

Finance : Latest techniques of market risk management including volatility and correlational modelling, extreme value theory, Monte Carlo simulation, historical simulation and filtered historical simulation. Option pricing with time varying volatility and option risk management. Backtesting and Stress testing.

Terms: This course is not scheduled for the 2016-2017 academic year.

Instructors: There are no professors associated with this course for the 2016-2017 academic year.