|
You are here:
Macquarie
» 2008 Handbooks
» Units
» ECFS899
ECFS899: Modelling Financial Risk |
This extends concepts taught in ECFS868 Financial Risk Management. It is intended to provide skills for quantitative analysis to model and control financial risks. Techniques include simulation analysis, handling non-normal returns and stress testing portfolios. Model risk, liquidity risk and operational risk will also be covered. Case studies and computer workshops are used.
| Credit Points: | 2 |
| Contact Hours: | -- |
| When Offered: |
E1 - Evening; Offered in the first half-year
E2 - Evening; Offered in the second half-year
|
| Staff Contact: |
Dr Elizabeth Sheedy |
| Prerequisites: |
Admission to Master of Applied Finance or Postgraduate Certificate in Applied Finance
|
| Corequisites: |
|
| NCCWs: |
|
| Unit Designations: |
--
| | Assessed As: |
Graded
|
| Offered By: |
EFS - Division of Economic and Financial Studies |
|
|
| Unit Web Pages |
|
No web pages available.
|
| Timetable |
|
No timetable available.
|
|
|
