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.
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.
Last Refreshed: 08-AUG-22 05.20.26.677896 AM
|Term||Class Number||Campus||Instruction Mode||Instructor||Section||Session||Schedule||Enrollment||Location||Credits||Grading Basis||Notes|
|1225 2240 SSP MM11||Summer 2022||2240||Stamford||Distance Learning||Hayes, Ed||MM11||SSP||Tu 7:00pm‑10:00pm
||55/55||No Room Required - Online||3.00||Graded|
|1225 2242 SSP R30||Summer 2022||2242||Hartford||Distance Learning||Fried, Matthew||R30||SSP||We 6:00pm‑9:00pm