Catalog

MSRM 750 - Quantitative Analysis in Risk Management (2)

This course provides the foundation for quantitative risk models. The course emphasizes important probability distributions for returns, statistical measures of risk and return, the estimation and use of factor models for analyzing risk. The course introduces the concept of Value at Risk (VaR) models as a unified approach to evaluating risk across a variety of financial assets. Prerequisites: ECON 712 or MSFA 712 ; Financial Analysis, Investor Relations, Business Administration, Business Administration, Business Administration, Business Administration, and Financial Analysis majors