Mathematics 490RH - Mathematics of Risk Management

Fall
2024
01
3.00
Patrick Flaherty

TU TH 1:00PM 2:15PM

UMass Amherst
37106
Lederle Grad Res Tower Rm 173
pflaherty@umass.edu
This course covers probabilistic aspects of risk management intended for those familiar with probability theory. Games of chance are used as models of real-world situations of decision-making under uncertainty. Students will gain a deeper understanding of the mathematical foundations of probability theory and stochastic processes. They will apply concepts in game theory and probability theory to real-world problems in risk management.

STATISTC315,CICS110 or MATH235

Permission is required for interchange registration during the add/drop period only.