MS4226 - Financial Risk Analytics
Offering Academic Unit
Department of Management Sciences
Course Offering Term*:
Semester B 2019/20
|* The offering term is subject to change without prior notice|
Data and analytical tools are playing crucial roles in driving business decisions and managing risk in financial services industry. This course on financial risk analytics focuses on data-driven modelling, computation, and statistical estimation of credit and market risks. In particular, it aims to
- provide students with basic terminology of various risks in complex business situations.
- provide students with widely used techniques to measure and manage risks, with emphasis on analytical tools from operations research and statistics.
- equip students with modelling and computing skills to solve business problems in the area of financial risk management.
Assessment (Indicative only, please check the detailed course information)
Continuous Assessment: 40%
Examination Duration: 2 hours
Detailed Course Information
|Department of Management Sciences|