FI 347
Financial Engineering and Risk Management
3 Unit(s)
Covers risk-management techniques for corporations and managers of equity, bond and derivative portfolios. Topics include measurement of corporate risk exposure, portfolio risk exposure and value at risk for financial institutions; hedging the price risk of commodities, exchange rates, interest rates and equity markets; credit risk management; portfolio insurance; portfolio immunization; synthetic assets; and computer applications. Prerequisite(s): FI 340. Corequisite(s): FI 346.