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Johns Hopkins University | EN.550.446

Risk Measurement/Management in Financial Markets

4.0

credits

Average Course Rating

(4.11)

This course applies advanced mathematical techniques to the measurement, analysis, and management of risk. The focus is on financial risk. Sources of risk for financial instruments (e.g., market risk, interest rate risk, credit risk) are analyzed; models for these risk factors are studied and the limitation, shortcomings and compensatory techniques are addressed.

Fall 2012

(4.07)

Fall 2013

(4.25)

Fall 2014

(4.0)

Fall 2012

Professor: David Audley

(4.07)

The best aspect of this course was the clear lectures that were fil ed with interesting and practical content. Students said that the professor did a good job of connecting concepts to real-world problems. Sometimes lectures were too PowerPoint-heavy and got boring. Suggestions for improvement included covering less of the basic information and doing more hands-on projects. Overal , students recommended the course for those interested in finance.

Fall 2013

Professor: David Audley

(4.25)

The best aspects of this course included the interesting materials covered in the course, and how relevant they were to real world examples. Students thought the lectures could get a bit dry, so they suggested making more interactive lectures, or including additional materials like case studies or pre-recorded lectures to encourage discussions in the classroom. Prospective students should have a financial background and be interesting in studying risk management as it is used in the real world.

Fall 2014

Professor: David Audley

(4.0)

16Students believed that the best aspect of this course was the usefulness of the content. They thought that the biggest drawback of the course was the fast-paced lectures. Students felt that the course could be improved by going into greater depth in its subject matter. They also believed it was valuable for potential participants to know that some previous knowledge of financial derivatives would be useful for this course.