Course Schedule - Fall Semester 2021

     

STAT 449 001 (CRN: 11555)

QUAN FINANCIAL RISK MANAGEMENT

Long Title: QUANTITATIVE FINANCIAL RISK MANAGEMENT
Department: Statistics
Instructors:
Ensor, Katherine
Jackson, Mike
Meeting: 2:00PM - 3:15PM MW MXF 251 (23-AUG-2021 - 3-DEC-2021) 
Session: Full Term
Grade Mode: Standard Letter
Course Type: Lecture
Language of Instruction: Taught in English
Method of Instruction: Face to Face
Credit Hours: 3
Course Syllabus:
Course Materials: Rice Campus Store
 
Restrictions:
Must be enrolled in one of the following Level(s):
Undergraduate Professional
Visiting Undergraduate
Undergraduate
Prerequisites: MATH 211 AND MATH 212 AND (ECON 400 OR STAT 400 OR ECON 409 OR STAT 410) OR STAT 310 OR ECON 307 OR STAT 315 OR DSCI 301 OR STAT 312 OR STAT 331 OR ELEC 331
Section Max Enrollment: 30
Section Enrolled: 27
Total Cross-list Max Enrollment: 49
Total Cross-list Enrolled: 34
Enrollment data as of: 1-MAR-2024 2:11PM
 
Additional Fees: None
 
Final Exam: No Final Exam
Final Exam Time:
8-DEC-2021  
7:00PM - 10:00PM W TBA TBA
 
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. STAT 449 is mutually exclusive to ECON 449. Credit cannot be given for both. Cross-list: STAT 649. Mutually Exclusive: Cannot register for STAT 449 if student has credit for ECON 449/STAT 649.