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MRM 8620 Quantitative Financial Risk Models
Credit Hours 3.0
Prerequisites MRM 8600
Corequisites MRM 8610
Description

This course introduces several risk management models de- signed to allow risk managers of financial institutions to to measure and manage various sources of financial risk including market risk, interest-rate risk, and default risk, among others. Emphasis is on the development of “hands-on” experience which includes the calibration of models and dis- cussion of the data issues faced in the application of these models. This course is intended for all students considering a career in quantitative risk management, whether in the in- surance, banking, or non-financial sector.