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- math-4128 - risk-theory
University of North Carolina at Charlotte Course Info
Charlotte, North Carolina
Course Info
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MATH 4128
Risk Theory
Topics include: modeling risk with Value-at-Risk (VaR) and related quantities; statistical estimation of VaR; back testing; risk management; forecasting risk and volatility modeling with GARCH; and Monte Carlo methods.
Units: 3.0
Prerequisites:
STAT 3122 - Probability and Statistics I
or
MATH 3122 - Probability and Statistics I
and
MATH 2241 - Calculus III