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CFRM 542 A: Financial Data Modeling And Analysis In R

  • Winter 2017
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Meeting Time: 
MW 9:30am - 11:20am
Location: 
LOW 206
SLN: 
12122
Joint Sections: 
CFRM 542 B, CFRM 542 C, CFRM 542 D
Instructor: 
Kjell Konis
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: 
January 10, 2018 - 9:10pm
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