ORIE 5256

ORIE 5256

Course information provided by the Courses of Study 2017-2018.

The course introduces the fundamental quantitative framework used in modern equity risk management, as well as concepts and methods used by practitioners. The emphasis will be on the connection between the theoretical side and the practice of risk management. Although parts of the course apply to any asset class, the emphasis will be on equities, or any asset class to which a multi-factor model is applicable. This course is co-taught with an adjunct practitioner working in quantitative finance.

When Offered Fall.

Permission Note Enrollment limited to: ORIE M.Eng. Financial Engeering students in NYC.

View Enrollment Information

Syllabi: none
  •   Regular Academic Session. 

  • 2 Credits GradeNoAud

  • Topic: Equity Risk Management

  • 18495 ORIE 5256   LEC 001

  • Taught in NYC. Enrollment limited to: M Eng financial engineers.