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MATH 588 - Advanced Quantitative Risk Management

Course Description: 

This is an advanced course on quantitative risk management. The major concepts and ideas from the modern risk management will be explained and illustrated. The course builds upon general theory of risk measures and performance measures and addresses the current regulatory requirements for market participants.

Credit: 

(3-0-3)

Prerequisite: 

[(MATH 548 with min. grade of C)]

Corequisite: 

None

Attachments: