Credit Risk

GSM MF 772

This course covers asset pricing models (preferences, utility functions, risk aversion, basic consumption model, the mean-variance frontier, factor models, and robust preferences); and options pricing and risk management (arbitrage pricing in a complete market, delta-hedging, risk measure, and value-at-Risk).

FALL 2015 Schedule

Section Instructor Location Schedule Notes
A1 Staff SMG 404 W 6:00 pm-9:00 pm Reserved for
Math Finance
students.

Note that this information may change at any time. Please visit the Student Link for the most up-to-date course information.