FRM 660Advanced Value Risk Management
FRM · Faculty of Architecture, Arts · 3 credits
Description
This course examines modern techniques for managing financial risks. It covers the different measurement approaches commonly used in several arenas including investing, hedging and trading. GARCH models are explored together with the EWMA for the volatility estimation and prediction. Copulas, VaR, and stress testing are also studied for the optimization of strategies. Prerequisites: 18 Credits. Core Support Courses
Common questions about FRM 660
What is FRM 660 at NDU?
FRM 660 Advanced Value Risk Management is a 3-credit course at Notre Dame University – Louaize (NDU), in the Faculty of Architecture, Arts. This course examines modern techniques for managing financial risks. It covers the different measurement approaches commonly used in several arenas including investing, hedging and trading.
How many credits is FRM 660?
FRM 660 Advanced Value Risk Management is worth 3 credits at NDU.