QM530QB
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Financial Risk Management
Subject
QM
Catalog Number
530QB
Title
Financial Risk Management
Course Description
Study key concepts of fixed income securities and learn how to calculate the return of a portfolio of securities as well as quantify the market risk of that portfolio, using the R programming language with Microsoft Open R and RStudio, to calculate Value-at-Risk (VaR) and Expected Shortfall (ES). You'll master these important skills for financial market analysts in banks, hedge funds, insurance companies, and other financial services and investment firms. This course is for MSQM: Business Analytics and Accelerated MSQM: Business Analytics students.
Grading Basis
Credit
Course Typically Offered
Occasionally
Consent (Permission Number)
No Special Consent Required
Min Units
3
Max Units
3
Lecture