IIND-4406 Gerencia Financiera del Riesgo

The Financial Risk Management course is an advanced finance course that assumes that students have had a minimum exposure to basic micro-economy and macro-economy concepts, particularly in those aspects pertaining to utility functions, risk aversion and financial market balance. On the other hand, concepts on the assumption of basic statistics, finance and mathematics tools knowledge, particular intensive work will be conducted with models and tools that imply a minimum knowledge of concepts, such as random variables, statistical moments of first and second order, linear regression and time series, as well as the basic calculus and lineal algebra concepts. The course approach is clearly quantitative, with respect to what is currently known as "finance in continuous time " however, discrete binomial tree models will also be intensively used. However, the course is not an stochastic calculus course in finance, and neither a derivatives course.



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