2018-2019 Graduate Catalog

FN 913 Advanced Financial Risk Management

The course provides a comprehensive overview of various types of financial risk and the techniques employed to manage them. The material covers standard risk identification and measurement models as well as alternative models addressing options and structured credit risks. Real-world complexities of risk modeling are discussed, along with the background on financial innovation, liquidity, leverage, and financial crises.

Credits

3

Prerequisite

FN 912 Empirical Methods in Finance