91社区

91社区.ca / Overview / Summer Studies / Summer 2021 Courses

Derni猫res mises 脿 jour en lien avec la COVID-19 disponibles ici.
Latest information about COVID-19 available here.

FINE 635 Financial Risk Management (3 credits)

Note: This is the 2020鈥�2021 eCalendar. Update the year in your browser's URL bar for the most recent version of this page, or .

Offered by: Management (Desautels Faculty of Management)

Administered by: Graduate Studies

Overview

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 2020-2021 academic year.

Instructors: There are no professors associated with this course for the 2020-2021 academic year.

Back to top