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.
General Education Requirement(s): 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