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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 AU1
DERIVATIVES RISK MANAGEMENT
DERIVATIVES RISK MANAGEME

Call Number 19978
Day & Time
Location
M 8:10pm-10:00pm
606 Lewisohn Hall
Points 0
Grading Mode Ungraded
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 Auditing
Enrollment 0 students (2 max) as of 5:04PM Wednesday, July 6, 2022
Subject Enterprise Risk Management
Number PS5530
Section AU1
Division School of Professional Studies
Campus Morningside
Section key 20221ERMC5530KAU1

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SIS update 07/06/22 17:04    web update 07/06/22 19:36