Quantitative Risk Management

Description from DukeHub

Quantitative Risk Management offers a hands-on introduction to the science and implementation of risk analytics. Topics include probability theory, regression and time series analysis, risk metrics such as Value at Risk and Excepted Shortfall, derivative valuation methods, stress testing and scenario analysis, factor models, and portfolio construction and optimization.

Skills

• data and statisticsdescription: "quantitative" and 4 more
• financedescription: "derivative" and 2 more

AI-resilient: 2 of 5 2/5

• ✓Yes: Physical, lab or field work · "hands-on"
• No: Live work with people
• ✓Yes: Judgment someone is accountable for · "risk"
• No: A craft you practice with your hands or body
• No: Small, in-person format

The checks lean on Microsoft Research, Working with AI (2025), which found generative AI applies least to physical work and hands-on work with people. A signal, not a promise. How the score works

More in FINTECH

• FinTech Capstone FINTECH 502
• Mid-Program Residency FINTECH 505
• Software Engineering for FinTech FINTECH 512
• Fintech Product Development FINTECH 513
• Asset Pricing and Risk Management FINTECH 522
• Alternative Investments I FINTECH 530

All FINTECH courses · All of Pratt professional