Module Directory

 

Module Description

 
 
Module Name
Module Code
Lecture Hrs
Practical Hrs
Credits
Financial Risk Analysis
MATH6013(1)
3
0
3

Description
Diversification, Immunization and Hedging and their Limits, Value at Risk, Risk Analysis of fixed income portfolios, Options and dynamic replication, Credit risk (ratings based models, structural models, reduced form models), Credit derivatives, Operational risk Models.
Faculty Department
FACULTY OF SOCIAL SCIENCES AND HUMANITIES Department of Economics and Statistics
Contact Details
Administrative assistant: DILMAHOMED BOCUS Bibi Swaleha
Telephone: 4037400
Email: s.dilmahomed@uom.ac.mu
 

 


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