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Course Description

This course covers fixed income derivatives and the quantitative aspects of risk and portfolio management in modern finance. It introduces single factor interest rate models and pricing and covers analysis of risk measures and their properties, market, credit risk and an overview of other types of risks. The course also develops portfolio optimization techniques. Case studies and preparation for financial certification programs (FRM and PRM) are also included.

Notes

Students currently enrolled in the Financial Mathematics Undergraduate Degree program will not be permitted to register in this course. All other students should contact ce@torontomu.ca to obtain permission to enroll.

Requisites

Prerequisite: CMTH 700
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Course Sections
Class Number
12987
Section Schedule
Jan 14, 2025 to Apr 11, 2025
Type
LEC
Days
T
Time
10:00AM to 1:00PM
Dates
Jan 14, 2025 to Apr 08, 2025
Type
LEC
Days
F
Time
11:00AM to 12:00PM
Dates
Jan 17, 2025 to Apr 11, 2025
Schedule
View Details
Contact Hours
48.0
Location
  • Downtown
Delivery Options
Classroom  
Fees
Domestic Fee non-credit $879.04 Click here to get more information
Domestic Out of Province Fee non-credit $0.00 Click here to get more information
International Fee non-credit $0.00 Click here to get more information