Mid-office risk management strategies using the energy markets as a focus; develops understanding of commodity market behavior, use of forwards and options for risk management, risk management reporting, Greeks and simulation-based VaR analysis. Prerequisites: FINC 351 and FINC 361; ACCT 328 or concurrent enrollment Credits 3. 3 Lecture Hours.
Mid-office risk management strategies using the energy markets as a focus; develops understanding of commodity market behavior, use of forwards and options for risk management, risk management reporting, Greeks and simulation-based VaR analysis. Prerequisites: FINC 351 and FINC 361; ACCT 328 or concurrent enrollment Credits 3. 3 Lecture Hours.
