MGTF 403. Advanced Financial Risk Management (4 units)
Link to catalog page: https://catalog.ucsd.edu/courses/MGT.html#mgtf403
Description
Introduces ways to identify, measure, estimate, and control risks in the context of risk management as applied in fixed income, foreign exchange, and equity markets. Reviews the pricing and hedging applications of derivatives, such as futures, options, and CDSs. Letter grades only. Prerequisites: restricted to master of quantitative finance program or instructor approval or department approval.
Prerequisite courses
MGTF 403 has no prerequisite courses.
Successor courses
MGTF 403 is a prerequisite of the following 1 courses: