Financial Risk Management

Catalog description

& DSC 3020 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.