| Course: | STAT 33810=FINM 33410 |
| Title: | Probability for Risk Management |
| Instructor(s): | Jostein Paulsen |
| Class Schedule: | Sec 01: Th 6:00 PM-9:00 PM in MS 112 |
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| Course Homepage: | |
| Textbook(s): | |
| Description: | The course starts at a rather introductory level, but the progress is swift. It covers a brief survey of basic probability theory, and provides an introduction to some useful statistical distributions, both univariate and multivariate. A discussion of copulas and various correlation measures. Risk measures and ideas behind a reasonable risk measure. A few elements from Monte Carlo simulation. Notes: Required. Course meets first half of quarter. |