Description: Organized around applying finance science and financial engineering in the design and management of global financial institutions, markets and the financial system. The approach is used to understand the dynamics of institutional change and the design of financial products and services. Also examines the needs of government as user, producer and overseer of the financial system, including the issues surrounding measuring and managing risks in financial crises. Develops the necessary tools of derivative pricing and risk measurement, portfolio analysis and risk accounting, and performance measurement to analyze and implement concepts and new product ideas. Applies these tools to analyze aspects of the financial crisis of 2007-2009.
Course #: 15.466
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