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Covers risk management techniques for corporations and managers of equity, bond and derivative portfolios. Topics include measurement of corporate risk exposure, portfolio risk exposure and value at risk for financial institutions; hedging the price risk of commodities, exchange rates, interest rates and equity markets; credit risk management; portfolio insurance; portfolio immunization; synthetic assets; and computer applications.
Prerequisite: FI 300; Corequisite FI 340 and FI 346., Units: 3 , Offered: Spring 2016