2022-2023 Undergraduate and Graduate Bulletin (with addenda) 
    
    May 07, 2024  
2022-2023 Undergraduate and Graduate Bulletin (with addenda)

FRE-GY 7831 Topics in Financial and Risk Engineering I: FINANCIAL ANALYTICS & BIG DATA

1.5 Credits
Current and selected topics of particular importance in finance and risk engineering are analyzed and discussed. Selected topics are emphasized and provide a focus for further study. Topics include Credit Risk and Credit Derivatives, Quantitative Methods in Rare Events, Energy, Oil and Water Finance as well as advanced topics in financial econometrics and computational finance.

Prerequisite(s): Graduate Standing and instructor’s permission.
Weekly Lecture Hours: 1.5 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0