ECN 4500 - Risk Management

(3)

Review of interest rate theory, probability theory, and probability distributions. Development of a variety of actuarial and risk models such as contingent payment models; life contingency models; frequency, severity and aggregate claims models. Risk metrics such as standard deviation and Value at Risk (VAR). Identical with APM 4550. Satisfies the university general education requirement for the capstone experience. Cannot be used as an elective for the economics major or minor. Usually offered during summer semesters.
Prerequisite(s): FIN 3220 and ACC 3010 and STA 4227 with a grade of (C) or higher.