Graduate Course Descriptions

The following directory lists the graduate courses which the University expects to offer, although the University in no way guarantees that all such courses will be offered in any given academic year, and reserves the right to alter the list if conditions warrant. Click on the links below for a list of courses in that subject area. You may then click “View Classes” to see scheduled classes for individual courses.

5331. Financial Risk Modeling III

3.00 credits

Prerequisites: None.

Grading Basis: Graded

The application of advanced estimation and forecasting techniques including multivariate and time series models (ARIMA) and maximum likelihood estimation to risk management, and advanced VAR topics, including computing and implementing VAR management systems, extensions and limitations of VAR (IVAR, DVAR), and stress testing.

No classes found.