Note: This is the 2016鈥�2017 edition of the eCalendar. Update the year in your browser's URL bar for the most recent version of this page, or click here to jump to the newest eCalendar.
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: This course is not scheduled for the 2016-2017 academic year.
Instructors: There are no professors associated with this course for the 2016-2017 academic year.