uwloo

ACTSC 972Finance 3

Units
0.50
Level
Graduate
Faculty
Mathematics
Subject
Actuarial Science
Cross-listed
ACC 772

ACTSC 972 as listed in the Spring 2024 Graduate Calendar. The main page has the current version, when it runs, and seats.

The course will cover selected and advanced topics in quantitative finance and risk management, with a particular focus on current developments. Topics may include robust and Bayesian portfolio optimization, limits to arbitrage, derivatives pricing under model uncertainty, credit risk models, and models of systematic risk.

Prerequisites

None listed.

Antirequisites

None listed.

Leads to

No course lists it as a requisite.

Check it elsewhere for Spring 2024

Calendar versions

Graduate Calendar

Older Graduate Calendars

In 42 terms, Fall 2006 to Winter 2024