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: Eloísa Ávila-Uribe, MACRM’23 Fri., April 26, 2024 Ariel Kalil: Multigenerational households are key to better support for kids of single mothers Thu., April 25, 2024 America is uniquely ill-suited to handle a falling population Wed., April 24, 2024 Upcoming Events More events Data & Policy Summer Scholar (DPSS) Roundtable with Alumni Mon., April 29, 2024 | 7:30 PM Harris Evening Master's Program Class Visit—Economic Analysis III: Public Finance and Budgeting With Professor Justin Marlowe Tue., April 30, 2024 | 5:45 PM Convene 311 West Monroe St. 2nd Floor Reception Chicago, IL 60606 United States Get to Know Harris! A Virtual Information Session Wed., May 01, 2024 | 12:00 PM