Oct 16, 2019  
2019-2020 Catalog 
2019-2020 Catalog

FI 347 Financial Engineering and Risk Management

3 unit(s)
Covers risk-management techniques for corporations and managers of equity, bond and derivative portfolios. Topics include measurement of corporate risk exposure, portfolio risk exposure and value at risk for financial institutions; hedging the price risk of commodities, exchange rates, interest rates and equity markets; credit risk management; portfolio insurance; portfolio immunization; synthetic assets; and computer applications. Prerequisite(s): FI 340 . Corequisite(s): FI 346 .

View the Fall 2019 course schedules: