Enke, David L.
Engineering Mgt & Sys Engr
221 Engineering Management
ROLLA, MO 65409
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.
Course Component(s): Lecture
Introduction Video: Intro
Group Project: no
Live Participation Required: no
Download Restrictions: no downloads allowed
Options, Futures, and Other Derivatives, 9th Edition, John C. Hull, Prentice Hall, 2014, ISBN-13: 978-0-13-345631-8
Attention Distance Students
For VCC produced video: Links to live and archived media are in Canvas. Additionally you can go directly to vccmedia.mst.edu.
For other course content: please contact your instructor.
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