Course # 42525 Section Number 1 Day(s) Tu- Th Time(s) 2:00pm-3:20pm Term Fall 2023 Course Instructor Thomas Coleman Syllabus Draft Syllabus 9/18/23 This course will be a small hands-on seminar focused on the tools and techniques traders and managers use to measure and manage market risk: Volatility, VaR, Contribution to Risk, Best Hedges, and Replicating Portfolios. The seminar will be built around the sample portfolio and risk reporting in Chapter 10 of Professor Coleman's book Quantitative Risk Management. Students will be required to translate from Mathematica into python the code for producing the risk reports. This will provide students with practical training in python coding. The financial theory behind the risk measures will also be covered to gain a deeper understanding of the ideas and quantitative foundations of financial risk reporting. Students must have taken PPHA 42510 Applied Financial Management to enroll. Instructor consent is required for this course. Notes Instructor consent is required for this course. Course Prerequisite Students must have taken PPHA 42510 Applied Financial Management to enroll. Quarter Title Instructor Day(s) Time(s) Syllabus Fall 2023 Financial Risk Management Tools Thomas Coleman Tuesday, Thursday 2:00pm-3:20pm Syllabus Recent News More news Alumni Profile: Alexandria Porter, PAC'23 Thu., May 16, 2024 10 Years at BIP Lab: Co-Founder Ariel Kalil on a Decade of Behavioral Insights and What Comes Next Tue., May 14, 2024 Cynthia Ma, MPP Class of 2025 Tue., May 14, 2024 Upcoming Events More events PKU-UChicago Summer School General Webinar with Alumni Perspectives Tue., May 21, 2024 | 8:30 PM Harris Evening Master's Program - Virtual Class with John Burrows Wed., May 22, 2024 | 5:00 PM Ask Admissions: SDG Challenge Program for High School Students Mon., May 27, 2024 | 8:30 PM