Nov 21, 2024  
2022-2023 Graduate Bulletin 
    
2022-2023 Graduate Bulletin [ARCHIVED CATALOG]

MATH 5230 - Risk and Interest Rate Models

Credit Hours 3
Prerequisite: Admission to the MS or PSM in Computer Science and Quantitative Methods or Instructor permission
Description: Students will be exposed to risk management structures, credit risk management, operational risk management, liquidity risk, market risk analysis, model selection, validation and stress testing, term structure of interest rates using diverse models.  This course will also prepare them for a career in quantitative finance, investment banking as well as academia.