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Overview
Finance : Understanding, quantifying, and managing different types of financial risks. A broad overview of the tools required of someone pursuing a career in risk management, whether it is at a bank, an asset management fund, or a non-financial business. Topics include corporate hedging with derivatives, volatility and correlation modelling, non-normal distributions, Monte Carlo and historical simulations, liquidity risk, and capital requirements.
Terms: Fall 2022
Instructors: di Pietro, Vadim (Fall)
