APM 4550 - 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) are explored. Identical with ECN 4500.
General Education Requirement(s): Satisfies the university general education requirement for the capstone experience.
Prerequisite(s): FIN 3220, ACC 3010 and STA 4113, each with a grade of (C) or higher