ECO461H5 • The Economics of Financial Risk Management

Description

(Formerly ECO460Y5) This course focuses on how to use derivative securities to manage financial risks. It includes a discussion of why firms should hedge financial market risk, identification and quantification of financial risks; the value-at-risk (VaR) measure of risk; credit risk and capital allocation and difference between speculation and hedging.

Prerequisites
Exclusions
Distribution Requirement
Social Science
Total Instructional Hours
24L
Mode of Delivery
In Class
Program Area
Economics