Stony Brook University 3 credits FIN
This course focuses on mathematical and statistical methods to measure financial risk and to hedge the risk using derivatives. Students study simulation methods to measure risk, numerical methods for portfolio optimization, and hedge the portfolio risk using futures and options. They will apply the stochastic process model with time-varying volatility to the risk management. Students will have a critical view of the classical market model and study various alternative probability models to capture the “black swan” event of the financial market. Finally, students will have an opportunity to develop their own risk management system using numerical software developing tools with current market data. 3 credits Prerequisite: Admission to the MS in Finance or 36 credit MBA in Finance or Co-requisite MBA 502 Grading Letter graded (A, A-, B+, etc.)
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