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Nota : Ceci est la version 2021–2022 de l'annuaire électronique. Veuillez mettre à jour l'année dans la barre d'adresse de votre navigateur pour une version plus récente de cette page, ou .
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 2021-2022 academic year.
Instructors: There are no professors associated with this course for the 2021-2022 academic year.
Prerequisite: FINE 646.