- Schedule of Classes - January 7, 2018 7:14PM EST
- Course Catalog - January 7, 2018 7:15PM EST
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.
Regular Academic Session.
Credits and Grading Basis
2 Credits GradeNoAud(Letter grades only (no audit))
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