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Vue d'ensemble
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.