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FINE 635 Financial Risk Management (3 unit茅s)

Nota : Ceci est la version 2020鈥�2021 de l'annuaire 茅lectronique. Veuillez mettre 脿 jour l'ann茅e dans la barre d'adresse de votre navigateur pour une version plus r茅cente de cette page, ou .

Offered by: Gestion (Gestion)

Administered by: 脡tudes sup茅rieures et recherch

Vue d'ensemble

Finance : Latest techniques of market risk management including volatility and correlational modelling, extreme value theory, Monte Carlo simulation, historical simulation and filtered historical simulation. Option pricing with time varying volatility and option risk management. Backtesting and Stress testing.

Terms: This course is not scheduled for the 2020-2021 academic year.

Instructors: There are no professors associated with this course for the 2020-2021 academic year.

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