Note: This is the 2018鈥�2019 eCalendar. Update the year in your browser's URL bar for the most recent version of this page, or .
Overview
Finance : Dynamic market risk models including GARCH volatility models, dynamic conditional correlation models, non-normal return distributions, option pricing allowing for skewness and kurtosis, and option risk management using delta, delta-gamma and full-valuation.
Terms: Winter 2019
Instructors: Goyenko, Ruslan (Winter)
