FRE-GY 7831
Topics in Financial and Risk Engineering I
Current and selected topics of particular importance in finance and risk engineering are analyzed and discussed. Selected topics are emphasized and provide a focus for further study. Topics include Credit Risk and Credit Derivatives, Quantitative Methods in Rare Events, Energy, Oil and Water Finance as well as advanced topics in financial econometrics and computational finance. | Prerequisites: Matriculation into a master or doctoral program
Topics
- Credit Risk and Credit Derivatives
- Quantitative Methods in Rare Events
- Energy
- Oil and Water Finance as well as advanced topics in financial econometrics and computational finance
Topics explicitly listed in official catalogue description
Sources
- Course catalogue ↗2026-2027