Financial Risk Analytics

The financial services industry is undergoing significant changes, making the use of data and information technology increasingly important in driving business decisions and managing risk. This course provides a practical introduction to financial risk analytics with a focus on data-driven modeling, computation, and statistical estimation of credit and market risks. Real data case studies will be used throughout the course. Tools from machine learning and statistics will be developed and data sources will be discussed. After taking this course, students will be able to design and implement risk analytics tools in practice.

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