Apr 23, 2024  
2021-2022 Graduate Catalog 
    
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2021-2022 Graduate Catalog [NOTE!!!! THIS IS AN ARCHIVED CATALOG. FOR THE CURRENT CATALOG, GO TO CATALOG.NIU.EDU]

STAT 642 - Quantitative Risk Management

Risk measures; statistical methods in extreme value theory; multivariate distributions and dependence; elliptical distributions and copulas; credit risk modeling; operational risk and insurance analytics.

Prerequisites & Notes
PRQ: STAT 400 or ACSC 400X, or STAT 500, or STAT 600; or consent of department.

Credits: 3