Courses

Risk and Valuation

Risk and Valuation, Stanford Quantitative Finance Certificate

The Quantitative Finance Certificate Program has closed as of May 17, 2017. For questions, please contact us.

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

Faculty

  • Professor Peter Glynn

Course Days

September 21-25, 2016