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NOTE: Course information changes frequently, including Methods of Instruction. Please revisit these pages periodically for the most recent and up-to-date course information. | |
Spring 2022 Enterprise Risk Management PS5530 section 001 DERIVATIVES RISK MANAGEMENT DERIVATIVES RISK MANAGEME | |
| Call Number | 11777 |
| Day & Time Location |
M 8:10pm-10:00pm 606 Lewisohn Hall |
| Points | 3 |
| Grading Mode | Standard |
| Approvals Required | None |
| Instructor | Alberto Scalari |
| Type | SEMINAR |
| Method of Instruction | In-Person |
| Course Description | This course explores financial derivatives across different asset classes with in-depth analysis of several popular trades including block trades, program trades, vanilla options, digital options, and variance swaps. Their dynamics and risks are explored through Monte Carlo simulation using Excel and Python. The daily decisions and tasks of a frontline risk manager are recreated and students have the opportunity to see which trades they would approve or reject. Students will gain a working knowledge of financial derivatives and acquire technical skills to answer complex questions on the trading floor. |
| Web Site | Vergil |
| Department | Enterprise Risk Management |
| Enrollment | 2 students (45 max) as of 5:04PM Wednesday, July 6, 2022 |
| Subject | Enterprise Risk Management |
| Number | PS5530 |
| Section | 001 |
| Division | School of Professional Studies |
| Campus | Morningside |
| Note | ON-CAMPUS. ERM; SPS 1/18; Contact advisor about all PREREQs |
| Section key | 20221ERMC5530K001 |
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