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Sys Eng 6615: Financial Risk Management
Techniques and methods for managing financial risk, including portfolio theory, Monte Carlo methods, ARIMA, time series forecasting, Value-at-Risk, stress testing, extreme value theory, GARCH and volatility estimation, random variables and probability distributions, real options, decision trees, utility theory, statistical decision techniques, and game theory.(Co-listed with Eng Mgt 6215)
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Time/Day: 04:00 pm - 06:30 pm M Prerequisites: Eng Mgt 1210 or 5210. Units: 3 Course Component(s): Lecture Introduction Video: Intro |
Group Project: no Live Participation Required: no Download Restrictions: no downloads allowed |
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Books: Options, Futures, and Other Derivatives, 9th Edition, John C. Hull, Prentice Hall, 2014, ISBN-13: 978-0-13-345631-8 |
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| Enrollment Information | ||||
| Campus | Delivery Mode | Class Status | Class Nbr | Section |
| Distance Education | Internet | OPEN | 73238 | 1DIS |
| Course Access Information | ||||
| Learning Management System | Canvas | |||