Financial Risk Management-New & forthcoming

Catalog description

. 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. All prerequisite courses must be completed with a grade of “C” or better.