MW 9:30am - 11:20am
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.
November 14, 2017 - 9:10pm