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 Affordable Care Act Led to Parents Staying in Jobs Longer, Study Finds Tue., July 16, 2024 Harris Voices: Amilcar Guzman, CLA'24, on an Education Inside and Outside the Classroom Mon., July 15, 2024 What's the Right Amount of Repression? UChicago Scholars Explore the Dictator's Dilemma Mon., July 15, 2024 Upcoming Events More events Get to Know Harris! A Virtual Information Session Wed., July 17, 2024 | 12:00 PM Civic Leadership Academy 2025 Virtual Information Session Thu., July 18, 2024 | 12:00 PM Virtual Event Chicago, IL 60637 United States Harris Campus Visit Thu., July 25, 2024 | 10:00 AM Keller Center 1307 E 60th St Chicago, IL 60637 United States