Graduate Studies and Postdoctoral Affairs (GSPA)
Needles Hall, second floor, room 2201
Subject:
Actuarial Science (ACTSC)
Catalog number:
972
Unit weight:
0.50
Meet type:
LEC
Grading basis:
NUM
Cross-listing(s):
ACC-772
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:
Mathematics (MAT)
Academic level:
GRD
Course ID:
000046