À¦°óSMÉçÇø

Minerva Class Scheduling Visit for course dates & times.

Dernières mises à jour en lien avec la COVID-19 disponibles ici.
Latest information about COVID-19 available here.

FINE 449 Market Risk Models (3 credits)

important

Note: This is the 2021–2022 eCalendar. Update the year in your browser's URL bar for the most recent version of this page, or .

Offered by: Management (Desautels Faculty of Management)

Overview

Finance : Dynamic market risk models including GARCH volatility models, dynamic conditional correlation models, non-normal return distributions, option pricing allowing for skewness and kurtosis, and option risk management using delta, delta-gamma and full-valuation.

Terms: Fall 2021

Instructors: di Pietro, Vadim (Fall)

Back to top