Market and Credit Risk Management

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Overview

Subject code

MTH

Course Number

9845

Department(s)

Description

This course covers qualitative and quantitative aspects of the financial risk associated to managing financial portfolios and to credit default. Topics include: market risk, Var and stress testing, model risk, spot and forward risk, credit default risk and credit derivatives.

Career

Graduate

Credits

Value

3

Max

3

Min

3

Course Count

1

Number Of Credits

3

Number Of Repeats

1

Repeatable

No

Contact Use

Yes

Generate Attendance

No

Left Use

Yes

Present Use

Yes

Reason Use

Yes

Tardy Use

Yes

Template Override

No

Time Use

Yes

Attendance Type

Class Meeting

Auto Create

No

Code

LEC

Instructor Contact Hours

3

Default Section Size

35

Final Exam Type

Yes

Include in Dynamic Date Calc

No

Instruction Mode

In Person

LMS File Type

Blackboard CourseInfo 4

Name

Lecture

OEE Workload Hours

0

Optional Component

No

Preferred Room Features

Academic Scheduling

Workload Hours

3