Course Description

This course covers the mathematical aspects of all four topics involved in the Level I FRM Exam. Topics covered are Capital Asset Pricing Model and the Arbitrage Pricing Theory within foundations of risk management; inferential statistics, multiple regression, EMWA models, GARCH models, and volatility term structures in quantitative analysis; financial products like derivatives on fixed income securities and on commodities and foreign exchange risk; and coherent risk measures, operational risk, and stress testing in risk evaluation models.

Relevant Programs


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.