Advanced Risk and Portfolio Management

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Overview

Subject area

MTH

Catalog Number

9868

Course Title

Advanced Risk and Portfolio Management

Department(s)

Description

The course provides in-depth understanding of quantitative modeling for the buy-side from the foundations to the newest developments. The most advanced statistical and optimization techniques are thoroughly explained in theory and visualized in practice with live MATLAB examples and exercises.

Typically Offered

Fall, Spring, Summer

Academic Career

Graduate

Liberal Arts

Yes

Credits

Minimum Units

3

Maximum Units

3

Academic Progress Units

3

Repeat For Credit

No

Components

Name

Lecture

Hours

3

Requisites

023306

Course Schedule