Autumn 2021
Meeting:
TTh 6:30pm - 8:20pm / * *
SLN:
12311
Section Type:
Lecture
Joint Sections:
CFRM 542 C , CFRM 542 A
Instructor:
Jay L. Henniger
ONLINE ONLY.
Catalog Description:
Theory, applications and computational methods for credit risk measurement and management. Statistical and mathematical modeling of credit risk, emphasizing numerical methods and R programming. Methods include logistic regression, Monte Carlo simulation, and portfolio cash flow modeling. Covers default risk regression, analytics, and portfolio models of credit risk. Prerequisite: CFRM 405 and CFRM 410.
GE Requirements Met:
Natural Sciences (NSc)
Credits:
4.0
Status:
Active
Last updated:
May 3, 2024 - 5:51 pm