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 2017-2018 academic year.
Instructors: There are no professors associated with this course for the 2017-2018 academic year.
Prerequisite: FINE 646.