BAFI 362 | Weatherhead

Advanced Financial Analytics

3.00 credit hours

The objectives of this course include understanding important quantitative risk models, risk measurement tools and explaining implications for risk management and investment decisions. Data will be used from Bloomberg and other intra-day data sources to estimate models and evaluate results in many areas of finance. At the end of the course students will: (i) understand and apply analytical models to real financial market problems, (ii) be exposed to debt, credit, and derivatives markets and associated career opportunities in applied analytics and (iii) be exposed to bank risk management skills and applications. This course is designed to be focused and intense, while also being very aligned with the best practices in the financial industry today. Microsoft Excel, because of its flexibility, will be the primary source of practical experience, though the course may also incorporate other computer tools /languages.

No Syllabus Available

Lakshmi Balasubramanyan (Spring 2020)

NOTE: Instructors and offerings vary by semester. Visit the Schedule of Classes for the most up-to-date information.