Subject:
Accounting (ACC)
Catalog number:
772
Unit weight:
0.50
Meet type:
LEC
Grading basis:
NUM
Cross-listing(s):
ACTSC-972
Requisites:
N/A
Description:
The course will cover selected and advanced topics in quantitative finance and risk management, with a particular focus on current developments. Topics may include robust and Bayesian portfolio optimization, limits to arbitrage, derivatives pricing under model uncertainty, credit risk models, and models of systematic risk.
Topic titles:
N/A
Faculty:
Arts (ART)
Academic level:
GRD
Course ID:
000046
