FIN 432

Spring 2025 Part of Term 1

Part of Term 1
Jan 21-May 7
Managing Market Risks for Financial Institutions

Credit: 3 OR 4 hours.

Covers management of tradable financial market risks in the context of financial institutions which incur these risks through their operations, product offerings, assets, and liabilities. We examine the models and methods in practice to measure and manage interest rate, equity, credit, and other market risks with a focus on using financial derivatives such as futures, swaps, and options. Course is applications-oriented with heavy emphasis on numerical modeling.

3 undergraduate hours. No graduate credit. Prerequisite: FIN 300.

FIN 432 class schedule data for spring 2025
CRN Type Section Time Day Location Instructor Section Details
40378
Lecture-Discussion
FR1
11:00AM -12:20PM
MW
Business Instructional Fac
Brobst, C
Part of Term:
1
Date Range:
01/21/25-05/07/25
Credit:
3 hours
Section Info:
The course covers management of tradable financial risks in the context of financial institutions which incur these risks through their operations, product offerings, assets, and liabilities. We examine the methods used by practitioners to measure and manage interest rate, equity, credit, and other market risks using derivatives such as futures, swaps, and options. Curriculum is challenging, hands-on, and practical to prepare students for professional roles in global and capital markets.
Restriction(s):
Restricted to Finance or Actuarial Science or Finance + Data Science major(s) or minor(s). Restricted to Undergrad - Urbana-Champaign.
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