You are now in the main content area
Financial Mathematics II
This course covers fixed income derivatives and the quantitative aspects of risk and portfolio management in modern finance. It introduces single factor interest rate models and pricing and covers analysis of risk measures and their properties, market, credit risk and an overview of other types of risks. The course also develops portfolio optimization techniques. Case studies and preparation for financial certification programs (FRM and PRM) are also included.
Weekly Contact: Lab: 1 hr. Lecture: 3 hrs.
GPA Weight: 1.00
Course Count: 1.00
Billing Units: 1