Course Schedule - Fall Semester 2021

     

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: 11610)

QUAN FINANCIAL RISK MANAGEMENT

Long Title: QUANTITATIVE FINANCIAL RISK MANAGEMENT
Department: Statistics
Instructors:
Ensor, Katherine
Jackson, Mike
Meeting: 2:00PM - 3:15PM MW (23-AUG-2021 - 3-DEC-2021) 
Part of Term: 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):
Graduate
Prerequisites: STAT 519 OR STAT 615
Section Max Enrollment: 20
Section Enrolled: 7
Total Cross-list Max Enrollment: 49
Total Cross-list Enrolled: 34
Enrollment data as of: 21-JUL-2024 9:47PM
 
Additional Fees: None
 
Final Exam: GR Course-Dept Schedules Exam
 
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.