Financial Risk Analysis and Management Graduate, Certificate Quantitative Methods in Finance Graduate Certificate
Asset returns and their volatilities. Markowitz portfolio theory, capital asset pricing model, multifactor pricing models. Measures of market risk and statistical models and methods for their estimation and backtesting. Financial derivatives and hedging. Black-Scholes pricing of European options and implied volatilities.
Familiarity with theory of probability (Stanford Course STATS116) or equivalent.
This course is typically offered Summer quarter.
The course schedule is displayed for planning purposes – courses can be modified, changed, or cancelled. Course availability will be considered finalized on the first day of open enrollment. For quarterly enrollment dates, please refer to our graduate certificate homepage.