Quantitative Risk Modeling | Weatherhead School at Case Western Reserve University

Quantitative Risk Modeling

3.00 credit hours

This course exposes students to state-of-the-art quantitative techniques in risk modeling. The course covers the analytical as well as simulation based implementation of different types of risk models using Excel, including several Value-at-Risk (VaR) models. It also covers volatility modeling, correlation estimation, extreme value theory, back-testing, and stress testing of risk models. This course is for Master of Finance (China) students.

No Syllabus Available

Anurag Gupta (Fall 2022)

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