Financial Risk Management
ECO 491
1252
1252
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This course offers a comprehensive and modern view of a risk management system. The material studied will be helpful for any future career related to trading, portfolio and risk management. It is a hands-on computational course that mixes theory with practical solutions to issues appearing in financial firms. We primarily cover topics related to market risk including but not limited to risk factors and how they are used to price assets, bonds and options hedging, portfolio conditional loss distributions, back-testing our risk management models, and stress testing.
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Section L01
- Type: Lecture
- Section: L01
- Status: O
- Enrollment: 10
- Capacity: 25
- Class Number: 21416
- Schedule: TTh 08:30 AM-09:50 AM - Julis Romo Rabinowitz Building 101
Section P01
- Type: Precept
- Section: P01
- Status: C
- Enrollment: 0
- Capacity: 0
- Class Number: 21417
- Schedule: M 07:30 PM-08:20 PM
Section P02
- Type: Precept
- Section: P02
- Status: O
- Enrollment: 10
- Capacity: 25
- Class Number: 23599
- Schedule: F 07:30 PM-08:20 PM - Julis Romo Rabinowitz Building 101