Baruch MFE - Financial Engineering Program

MTH 9845 Market and Credit Risk Management

3.0 Hours; 3.0 Credits

This course covers qualitative and quantitative aspects of the financial risk associated to managing financial portfolios and to credit default. Topics include: market risk, Var and stress testing, model risk, spot and forward risk, credit default risk and credit derivatives.

Prerequisite: MTH 9814

2015-11-19T10:36:05+00:00