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 Enke, David L.
 PROFESSOR
 Engineering Mgt & Sys Engr
 
 221 Engineering Management
 ROLLA, MO 65409
 573/341-4749
  enke@mst.edu

Sys Eng 6615: Financial Risk Management

Techniques and methods for managing financial risk, including portfolio theory, Monte Carlo methods, ARIMA, time series forecasting, Value-at-Risk, stress testing, extreme value theory, GARCH and volatility estimation, random variables and probability distributions, real options, decision trees, utility theory, statistical decision techniques, and game theory.(Co-listed with Eng Mgt 6215)

Time/Day: 04:00 pm - 06:30 pm M
Prerequisites: Eng Mgt 1210 or 5210.
Units: 3
Course Component(s): Lecture
Introduction Video: Intro
Group Project: no
Live Participation Required: no
Download Restrictions: no downloads allowed
Books:

Options, Futures, and Other Derivatives, 9th Edition, John C. Hull, Prentice Hall, 2014, ISBN-13: 978-0-13-345631-8


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Enrollment Information
Campus Delivery Mode Class Status Class Nbr Section
Distance Education Internet OPEN 73238 1DIS

Course Access Information
Learning Management System Canvas