Current and selected topics of particular importance in finance and risk engineering are analyzed and discussed. Selected topics are emphasized and provide a focus for further study. Topics include Credit Risk and Credit Derivatives, Quantitative Methods in Rare Events, Energy, Oil and Water Finance as well as advanced topics in financial econometrics and computational finance.
Prerequisites: Graduate standing and instructor’s permission.
Additional material: FRE 7831 TOPICS IN FINANCIAL & RISK ENGINEERING 1.pdf