STAT 649: QUAN FINANCIAL RISK MANAGEMENT
Fall 2025 · Section 001 · CRN 11162
This course covers the use of financial securities and derivatives to take or hedge financial risk positions. Most commonly used instruments, from simple forwards and futures to exotic options and swaptions are covered. The pricing of derivatives securities will also be studied, but the emphasis will be on the mechanics and uses of financial engineering methods. Students receiving graduate credit in STAT 649 will be expected to address additional homework and test questions targeting a graduate level understanding of the material. Cross-list: STAT 449. Mutually Exclusive: Cannot register for STAT 649 if student has credit for STAT 449.
- Credits
- 3
- Instructors
- Katherine Ensor, Wentao Zhao, Arnold Muchatibaya