CFRM 542 B: Credit Risk Management

Autumn 2022
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Meeting:
TTh 6:30pm - 7:50pm / * *
SLN:
12305
Section Type:
Lecture
Joint Sections:
CFRM 542 A , CFRM 442 A
Instructor:
Jay L. Henniger
AMATH STUDENTS ONLY. FOR ADD CODE, EMAIL ADVISOR SARAH RILEY, COMPFIN@UW.EDU. -- COURSE MEETS ONLINE ONLY
Catalog Description:
Theory, applications & computational methods for credit risk measurement & management. Statistical and mathematical modeling of credit risk, emphasizing numerical methods & R programming. Methods include logistic regression, Monte Carlo simulation, & portfolio cash flow modeling. Covers default risk regression, analytics, & portfolio models of credit risk. Offered: A.
Credits:
4.0
Status:
Active
Last updated:
May 17, 2024 - 11:34 am