Concentration in Quantitative Methods in Risk Management

We offer an additional semester of three courses, which will result in a Concentration on Quantitative Methods in Risk Management. This semester includes two courses on advanced and quantitative applications in Financial Modelling and Financial Engineering and a comprehensive course on Enterprise Risk management (ERM).  This change will extend our 15 month program to 19 months, if taken full-time. The students choosing this option will graduate in May rather than in December. Domestic students may take this semester part time, or opt into one or more of the courses without receiving the full concentration.

The courses for the Concentration take place at the Stamford Campus. However, both Stamford and Hartford students routinely sign up for the Concentration. Hartford students can commute to Stamford this semester, or, as most prefer, can move to Stamford that semester to be close to job opportunities in NYC.

Concentration on Quantitative Methods in Risk Management (Additional 5th Semester) Spring (2)

Course Names:

  1. FNCE 5895 – Excel Visual Basic Applications in Financial Risk Management
  2. FNCE 5895 – Financial Programming and Modeling
  3. FNCE 5353 – Advanced issues in ERM –  A Quantitative Approach