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CFRM 542 C: Credit Risk Management

Meeting Time: 
TTh 6:30pm - 8:20pm
Location: 
* *
SLN: 
23422
Joint Sections: 
CFRM 542 B, CFRM 542 A
Instructor: 
Jay L. Henniger
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: 
August 31, 2017 - 9:10pm
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