Online Short Course: “Financial Risk Management – Modeling Derivatives
(Futures and Options)”
Prof. Sean Chen of Fordham University will offer this course online at
statistics.com March 25 – April 22.
Based on Prof. Chen’s workshop for the American Statistical Association,
this course introduces basic stochastic models for financial derivatives
such as options and futures -- important instruments in risk management.
The story of financial derivatives is told from two perspectives, pricing
and trading, which are balanced through Arbitrage Pricing Theory. The
course combines theoretical and practical aspects of option pricing and
trading, using real world examples for illustration, and focuses on
discrete time models for option pricing and trading.
Prof. Chen received his Ph.D. in statistics from Harvard and now teaches in
the Business School at Fordham University. He taught prior to that at the
NYU Stern School of Business where he was nominated for Teacher of the Year
and Professor of the Year. He has also done a number of statistical
consulting projects for major corporations in accounting, finance, venture
capital and other areas.
Participants will interact with Prof. Chen via a private discussion board
over approximately 4 weeks; the course will require about 10 hours per week
and there are no set hours when you must be online.
Details and registration:
http://www.statistics.com/content/courses/financialrisk/index.html
Peter Bruce
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