Investment Portfolios, Derivative Securities, and Risk Measures

Attendance

Online

Posted on

Type

Professional training

Certifications & Titles

Financial Risk Analysis and Management Graduate, Certificate Quantitative Methods in Finance Graduate Certificate

Study Options

Full Time

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.

Prerequisites

Familiarity with theory of probability (Stanford Course STATS116) or equivalent.

Notes

Course Availability

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.

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Posted on

Type

Professional training

Certifications & Titles

Financial Risk Analysis and Management Graduate, Certificate Quantitative Methods in Finance Graduate Certificate

Study Options

Full Time

United States