MTH 9845
Mrkt & Credit Risk Mgmt · 3 credits · Spring 2027
Requirements
Prerequisite: MTH 9814.
About this course
This course covers qualitative and quantitative aspects of the financial risk associated to managing financial portfolios and to credit default. Topics include: market risk, Var and stress testing, model risk, spot and forward risk, credit default risk and credit derivatives.
Seat status as of Oct 2, 10:36 AM ET. Seats can change between refreshes.
JWA-LEC Regular
Wed · 12:00 PM - 2:55 PM
B - Vert 4-160
Instructor not announced yetIn PersonOpen