Undergraduate Catalog

MATH 423 Financial Risk Analysis

This course provides an overview of the main theoretical concepts underlying the analysis of financial and environmental risks. The course presents applications of theoretical concepts in practice in a variety of financial contexts. Additionally, students learn to solve risk analysis problems numerically using optimization methods and numerical simulations, including modern topics of sustainable finance and climate change.

Credits

3

Prerequisite

(MATH 242 or MATH 243 or MATH 244) and MATH 412

Distribution

(3,0,3)

Offered

Spring