SYS ENG 408 - Financial Risk Management

Institution:

Missouri University of Science and Technology

Subject:

Systems Engineering

Description:

Techniques and methods for managing financial risk, including portfolio theory, Monte Carlo methods, ARIMA, time series forecasting, Value-at-Risk, stress testing, extreme value theory, GARCH and volatility estimation, random variables and probability distributions, real options, decision trees, utility theory, statistical decision techniques, and game theory. Prerequisite: Eng Mgt 137 or 308. (Co-listed with Eng Mgt 408)

Credits:

3.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.mst.edu/

Phone Number:

(573) 341-4111

Regional Accreditation:

North Central Association of Colleges and Schools

Calendar System:

Semester

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