ANLY 515 Risk Modeling and Assessment
This course focuses on risk management models and tools and the measurement of risk using statistical and stochastic methods, hedging, and diversification. Examples of this are insurance risk, financial risk, and operational risk. Topics covered include estimating rare events, extreme value analysis, time series estimation of external events, axioms of risk measures, hedging using financial options, credit risk modeling, and various insurance risk models.
Course ID: ANLY 515
Semester Hours: 3