Prof. Sean Chen will teach his short course “Financial Risk Management –
Modeling Derivatives (Futures and Options)” online at statistics.com March
24 – April 21.
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 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 5-15 hours per
week and there are no set hours when you must be online.
http://www.statistics.com/content/courses/financialrisk/index.html
Peter Bruce
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