Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization
AMS-518-02
Stony Brook University
- Semester
- Fall 2024
- Instructor
- Stanislav Uryasev
- Start Date
- 08-26-2024
- Total Credits
- 3
- Call to Register
- 631-632-6175
Take your class online with SUNY
You will learn the same curriculum as our on-campus students
The course provides a thorough treatment of advance risk measurement and portfolio optimization, extending the traditional approaches to these topics by combining distributional models with risk or performance measures into one framework. It focuses on, among others, the fundamentals of probability metrics and optimization, new approaches to portfolio optimization and a variety of essential risk measures. Numerical exercises and projects in a high-level programming environment will be assigned.
Prerequisite: AMS 512 or AMS 516 or AMS 522
Fall, 3 credits, ABCF grading
Course Area: Statistics
Level: Graduate
Dates: 08-26-2024 - 12-19-2024
- Find books for your online class
- Instructor: Stanislav Uryasev
- Local Course ID: 24FA_STB_AMS518_02
- Books & Supplies
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