| Program
Lecturers
Course Outline
|
|
Handbook reference |
Topic |
Lecturer |
Date |
|
Part I
I.A.1/I.C
|
Markets and
Instruments |
David Saunders |
March 20 |
|
I.A.2-I.A.4 |
Portfolio Management |
David Saunders |
March 27 |
|
I.B.1/I.B.2
|
Fixed Income
instruments |
David Saunders |
April 3 |
|
Part II |
A Review of the
Mathematical Foundations of Risk |
Pablo Olivares |
April 17 |
|
Part I
I.B.3/I.B.5 |
Pricing Options and
Futures |
Pablo Olivares |
April 24 |
|
Part III |
|
|
|
|
III.B.0 |
Risk Management,
Capital Management and Regulations |
Andrew Aziz |
May 1 |
|
III.A.1/III.A.2 |
Market Risk
:Value-at-Risk(VaR) |
Andrew Aziz |
May 8 |
|
III.A.3/III.A.4 |
Advances in VaR
Models |
Andrew Aziz |
May 15 |
|
III.B.1-III.B.4 |
Basic Credit Risk
Models |
Luis Seco |
May 22 |
|
III.B.5/III.B.6 |
Advanced Credit Risk
models |
Luis Seco |
May 30 |
|
III.C |
Operational Risk
Management |
Pablo Olivares |
June 4(Wed) |
|
Part IV |
Case Studies |
Stokeley Smart |
June 12 |
Mode of Instruction: Lectures will be given on
Thursday evenings, from 5:00-8:00 p.m. Worked examples are to be developed
during the lectures.
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|
