| Call Number | 11475 |
|---|---|
| Day & Time Location |
W 8:10pm-10:00pm 331 Uris Hall |
| Points | 3 |
| Grading Mode | Standard |
| Approvals Required | None |
| Instructor | Alberto Scalari |
| Type | LECTURE |
| 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 | 11 students (50 max) as of 10:05AM Saturday, April 27, 2024 |
| Subject | Enterprise Risk Management |
| Number | PS5530 |
| Section | 001 |
| Division | School of Professional Studies |
| Open To | Professional Studies |
| Campus | Morningside |
| Note | ON-CAMPUS. ERM STUDENTS ONLY. PREREQ ERMC 5350 or EXAM. |
| Section key | 20233ERMC5530K001 |