IEOR E4602

QUANTITATIVE RISK MANAGEMENT

Columbia University in the City of New York · UGRD · Fall 2026

1 section

Catalog description

Examples include insurance risk, financial risk, and operational risk. Topics covered include VaR, estimating rare events, extreme value analysis, time series estimation of extremal events; axioms of risk measures, hedging using financial options, credit risk modeling, and various insurance risk models

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Class #columbia_in_city_new_york-IEORE4602Fall 2026UGRD3.00 credits

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Instructor: Staff

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