Division of Economic and Financial Studies

ACST865: Quantitative Methods in Risk Management

Lecturer in charge

Mr Timothy Kyng

Availability

D2 - Day; Offered in the second half-year

Unit Outline
  • 2008

Websites

Handbook entry

Coursework unit website - WebCT (Login required) - N/A

Description

The unit covers practical and theoretical aspects of financial risk, namely, market, credit and operational risk. The key to area models and methods will be introduced and their application will be demonstrated using relevant financial data.