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: 28-MAR-24 05.20.12.635703 AM
Term | Class Number | Campus | Instruction Mode | Instructor | Section | Session | Schedule | Enrollment | Location | Credits | Grading Basis | Notes | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
1248 1124 1 730 | Fall 2024 | 1124 | Hartford | In Person | Martinez, Jose | 730 | Reg | Tu 6:00pm‑9:00pm |
6/46 | 3.00 | Graded | ||
1248 1125 1 811 | Fall 2024 | 1125 | Stamford | In Person | Martinez, Jose | 811 | Reg | Mo 7:00pm‑10:00pm |
4/40 | WBRH B | 3.00 | Graded |