MAT 4788
Financial Risk Modeling · 3 credits · Spring 2027
Requirements
PREREQUISITE OF MAT 3672
About this course
This course aims to provide an overview of the main concepts underlying the analysis of financial risk and to show how these concepts can be implemented in practice. The topics that are covered include the Black-Scholes-Merton model and the Greeks, Numerical Procedures with Monte Carlo simulations, Estimating Volatilities and Correlations, Volatility Smiles, Value at Risk and Credit Risk. Computer models are used throughout the course.
Seat status as of Oct 2, 10:13 AM ET. Seats can change between refreshes.
D890-LEC Regular
Mon/Wed · 2:30 PM - 3:45 PM
Namm N-1003
Instructor not announced yetIn PersonOpen