Course Schedule and Catalog
Course Schedule - Spring Semester 2014
Meeting location information can now be found on student schedules in ESTHER (for students) or on the Course Roster in ESTHER (for faculty and instructors).Additional information available here.
Meeting location information can now be found on student schedules in ESTHER (for students) or on the Course Roster in ESTHER (for faculty and instructors).Additional information available here.
STAT 649 001 (CRN: 20814)
QUAN FINANCIAL RISK MANAGEMENT
Long Title: QUANTITATIVE FINANCIAL RISK MANAGEMENT
Department: Statistics
Instructor: Melnikov, Oleg
Meeting: 1:00PM - 2:15PM MW (13-JAN-2014 - 25-APR-2014)
Part of Term: Full Term
Grade Mode: Standard Letter
Course Type: Lecture
Method of Instruction: Face to Face
Credit Hours: 3
Course Syllabus:
Prerequisites: STAT 431 OR STAT 615
Section Max Enrollment: 20
Section Enrolled: 5
Total Cross-list Max Enrollment: 39
Total Cross-list Enrolled: 10
Waitlisted: 0 (Max 99)
Current members of the waitlist have priority for available seats.
Enrollment data as of: 20-APR-2024 2:43AM
Final Exam: Final Exam Unknown
Description: This course covers the use of financial securities and derivatives to take or hedge financial risk positions. Most commonly used instruments, from simple forwards and futures to exotic options and swaptions are covered. The pricing of derivatives securities will also be studied, but the emphasis will be on the mechanics and uses of financial engineering methods. Students receiving graduate credit in STAT 649 will be expected to address additional homework and test questions targeting a graduate level understanding of the material. Cross-list: STAT 449. Mutually Exclusive: Cannot register for STAT 649 if student has credit for STAT 449.