Course Descriptions

Course Synopsis/Sample Syllabi: Foundations-of-Fin-Stat--Risk-Mgmt_2769b.pdf

The emphasis of this course will be on (1) basic banking, financial market and risk management concepts and (2) on the use of discrete stochastic models and optimization for portfolio management, derivatives pricing and risk management. Our examples will draw from many asset classes including equities, fixed income, foreign exchange, credit, mortgage backed securities and structured products.