IEOR E4745
Applied Financial Risk Management
Prerequisites: Probability and statistics, instruments of the financial markets, and asset pricing models Introduces risk management principles, practical implementation and applications, standard market, liquidity, and credit risk measurement techniques, and their drawbacks and limitations. Note: restricted to IEOR students only
Prerequisites & course information
Prerequisites: see notes re: points probability and statistics, instruments of the financial markets, and asset pricing models.
Sources
- Course catalogue ↗2026-2027