Autumn 2018 STAT 33810=FINM 33410

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
Office Hours:
Course Homepage:
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.