| Call Number | 17158 |
|---|---|
| Points | 3 |
| Grading Mode | Standard |
| Approvals Required | None |
| Instructor | Agostino Capponi |
| Type | LECTURE |
| Method of Instruction | On-Line Only |
| Course Description | Risk management models and tools; measure risk using statistical and stochastic methods, hedging and diversification. Examples include insurance risk, financial risk, and operational risk. Topics covered include VaR, estimating rare events, extreme value analysis, time series estimation of extremal events; axioms of risk measures, hedging using financial options, credit risk modeling, and various insurance risk models. |
| Web Site | Vergil |
| Department | Video Network |
| Enrollment | 0 students (99 max) as of 10:06AM Sunday, April 28, 2024 |
| Subject | Industrial Engineering and Operations Research |
| Number | E4602 |
| Section | V01 |
| Division | School of Engineering and Applied Science: Graduate |
| Campus | Video Network |
| Fee | $395 CVN Course Fee |
| Note | VIDEO NETWORK STUDENTS ONLY |
| Section key | 20233IEOR4602EV01 |