ORIE 5256

Last Updated

  • Schedule of Classes - February 16, 2018 10:59AM EST
  • Course Catalog - February 12, 2018 11:18AM EST

ORIE 5256
Special Topics in Financial Engineering V

Course information provided by the 2017-2018 Catalog.

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.


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

When Offered Fall.

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Syllabi: none

  •   Regular Academic Session. 

  • 2 Credits GradeNoAud

  • Topic: Equity Risk Management

  • 18495 ORIE 5256   LEC 001

  •  

  • Instruction Mode: In Person

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