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IEDA 4510: System Risk Management
Course Information Instructor: Prof. Allen WU, [email protected]
TA: Ms. Junxue ZHANG, [email protected]
Course Description
Risk management has drawn tremendous amount of attention from various industries. This course focuses on the risk within financial institutions. This course covers the basic concepts of financial risk and provides analytical approaches to quantify and control various types of risk in finance.
Major Topics Covered
• Financial institutions and their trading
• Market risk
• Regulation
• Credit risk
Textbook
Risk Management and Financial Institutes, Fifth Edition, by John C. Hull, Wiley 1
Grading
• 20%:
Homework. Homeworks due before class. No late homeworks accepted.
• 30%: Mid-term. Date to be announced.
• 50%: Final. 2/2