Introduction to Financial Risk Management

This course deals with risk management concepts in financial systems. Topics include identifying sources of risk in financial systems, classification of events, probability of undesirable events, risk and uncertainty, risk in games and  gambling, risk and insurance, hedging and the use of derivatives, the use of Bayesian analysis to process incomplete information, portfolio beta and diversification, active management of risk/return profile of financial enterprises, propagation of risk, and risk metrics.

Download Syllabus