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.

5341. Financial Risk Management III - Advanced Topics

3.00 credits

Prerequisites: None.

Grading Basis: Graded

Pricing, measurement, and management of credit risk; credit risk modeling; use of credit derivatives to manage and control credit risk; building and managing portfolios, including long/short, and market neutral strategies; measurement of credit risk, including Actuarial, Merton, and Copula function; and portfolio construction, performance evaluation, asset allocation, and portfolio risk management (VAR, Hedging, Portfolio insurance).

Last Refreshed: 18-SEP-19 AM
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Term Class Number Campus Instruction Mode Instructor Section Session Schedule Enrollment Location Grading Basis Notes
Fall 2019 12510 Stamford In Person Martinez, Jose MM10 Reg Th 1:00pm‑4:00pm
69/72 UC Stamford Residence Hall B Graded
Fall 2019 12587 Stamford In Person Martinez, Jose MM11 Reg Th 7:00pm‑10:00pm
73/73 UC Stamford Residence Hall A Graded
Fall 2019 11791 Hartford In Person Martinez, Jose R30 Reg We 6:00pm‑9:00pm
53/65 GBLC 605 Graded