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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 enrol.

Requisites

Prerequisite: CMTH 700
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Course Sections

Class Number
1608
Type
LEC
Days
W
Time
6:00PM to 10:00PM
Dates
May 06, 2020 to Aug 05, 2020
Schedule
Contact Hours
52.0
Location
  • Downtown
Delivery Options
Classroom  
Fees
Domestic Fee non-credit $875.11 Click here to get more information
International Fee non-credit $0.00 Click here to get more information
Section Notes
This section requires department consent.