Brandeis International Business School

Prerequisite: FIN 201a and FIN 270a or FIN 279a.

Introduces many of the approaches financial institutions (investment and commercial banks, hedge funds, insurance companies and pension plans) take to model, quantify, and manage risk. Types of risks covered include financial (equity, currency, interest rate, and credit), as well as operational. The Basel II and Solvency II regulatory frameworks to risk management will also be studied. Students will be expected to have good exposure to financial derivatives from the prerequisite courses as well as to the basic concepts from calculus and statistics. Usually offered every year.
Robert Reitano