Quantitative Risk Modeling | Weatherhead School at Case Western Reserve University

Quantitative Risk Modeling

3.00 credit hours

This course is designed to help students learn quantitative models for estimating risk in various financial settings for different types of financial institutions (banks, hedge funds, and others). It is a very hands-on course where students will become familiar with several state-of-the-art quantitative risk models as well as their detailed implementation procedure in the real world. The course uses several in-class Excel exercises to illustrate the models as well as their practical implementation using real financial data. Offered as BAFI 433 and FNCE 433.

No Syllabus Available

RL Shankar (Spring 2023)

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