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MGTF 403Advanced Financial Risk Management

4 units · MGTF · UC San Diego

Introduces ways to identify, measure, estimate, and control risks in the context of risk management as applied in fixed income, foreign exchange, and equity markets. Reviews the pricing and hedging applications of derivatives, such as futures, options, and CDSs. Letter grades only.

Before you enroll

Prerequisites

From the catalog: “restricted to master of quantitative finance program or instructor approval or department approval.”