MW 4:30pm - 6:20pm
CFRM 542 B, CFRM 542 C, CFRM 542 D
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.
January 10, 2018 - 9:01pm