Risk and Valuation

Risk and Valuation, Stanford Quantitative Finance Certificate

Course Description

Build a foundation in quantitative finance, including risk and risk measures such as value-at-risk, option pricing, implied volatility, and hedging. Practical examples are used to illustrate theoretical concepts and to give participants an appreciation of market data and conventions.

Learn How To:

  • Measure the risk of securities and asset portfolios
  • Model the behavior of stock prices
  • Value and hedge derivative securities such as forwards, options, and swaps
  • Compute derivatives prices and hedges
  • Estimate parameters from financial market data
  • Compute statistical properties of asset returns
  • Analyze latest risk management regulations


  • Professor Peter Glynn

Course Days

September 21-25, 2016