# FRM 660 — Advanced Value Risk Management (NDU)

> FRM 660 Advanced Value Risk Management at Notre Dame University – Louaize. no student contributions yet.

Source: https://studiety.com/ndu/course/3363
Retrieved: 2026-09-18

## Facts

- Course code: FRM 660
- Title: Advanced Value Risk Management
- University: Notre Dame University – Louaize (NDU)
- Subject: FRM
- Faculty: Faculty of Architecture, Arts
- Credits: 3

## Catalogue 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

## Quick answers

### 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.

## See also

- [All FRM courses at NDU](https://studiety.com/ndu/subject/frm.md)
- [Every NDU subject](https://studiety.com/ndu/subjects.md)

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