May 26, 2024  
2023-2024 Graduate Catalog 
2023-2024 Graduate Catalog

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