Loading...

Course Description

This course covers fixed income derivatives and the quantitative aspects of risk and portfolio management in modern finance. It introduces single factor interest rate models and pricing and covers analysis of risk measures and their properties, market, credit risk and an overview of other types of risks. The course also develops portfolio optimization techniques. Case studies and preparation for financial certification programs (FRM and PRM) are also included.

Notes

Students currently enrolled in the Financial Mathematics Undergraduate Degree program will not be permitted to register in this course. All other students should contact ce@ryerson.ca to obtain permission to enroll.

Requisites

Prerequisite: CMTH 700
Loading...

Thank you for your interest in this course. Unfortunately, this course currently isn't available.

Please browse our courses for more options or check back later for updated scheduling.