FIN 532

Credit: 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.

Credit is not given if the student has received graduate credit in FIN 432.