As an interdisciplinary program, QRM covers a wide range of academic disciplines, such as economics, applied statistics, mathematical finance, and actuarial science. It offers a rich, yet mathematically rigorous, curriculum that enables students to understand, measure, and manage the risks underlying diverse financial models and the economy. In particular, students will learn the system of the financial market, the risks underpinning the market, and ways to measure, monitor, and manage those risks.
Subjects taught include: macro and micro economics, statistical models for financial markets and products, fixed income securities and related risks, equity models, financial derivatives and structured products, credit and operational risks, financial engineering, life and non-life insurance loss models, asset-liability management, regulation, and other risk analytics.