Financial Risk Management

3 credits · Graduate Programs

A framework for evaluating financial risks and managing them with the use of financial securities including derivatives. Includes firm valuation with risk management, value-at-risk, testing financial models, optimal hedging strategies, energy risk management, market risk, static versus dynamic strategies, interest rate risk, credit risk and liquidity risk. Case analysis of financial disasters due to risk management failures. Prerequisite(s): Finance 601. Also known as: (formerly Finance 767)