Corporate Risk Management
GSM MF 731
This course provides an introduction to modern methods of risk management. Lectures cover risk metrics, measurement and estimation of extreme risks, management and control of risk exposures, and monitoring of risk positions. The impact of risk management tools, such as derivative securities, will be examined. Issues pertaining to the efficiency of communication architectures within the firm will be discussed. Regulatory constraints and their impact on risk management will be assessed. The approach to the topic is quantitative. The course is ideal for students with strong quantitative backgrounds who are seeking to understand issues pertaining to risk management and to master modern methods and techniques of risk control.
FALL 2015 Schedule
|A1||Kitapbayev||SMG 404||T 6:00 pm-9:00 pm||Reserved for