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.


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 enrol.


Prerequisite: CMTH 700

Thank you for your interest in this course. Unfortunately, it is not scheduled for the Spring 2020 term.

Please browse our courses available this term.