- Winter 2017
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