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Last updated:

November 3, 2022

Duration:

EXPIRED

FREE

This course includes:

EXPIRED

Badge on Completion

Certificate of completion

EXPIRED

Description

This is a course in how corporations make use of the insights and tools of risk management

Most courses on derivatives, futures and options, and financial engineering are taught from the viewpoint of investment bankers and traders in the securities. This course is taught from the point of view of the manufacturing corporation, the utility, the software firm—any potential end-user of derivatives, but not the dealer. Most related courses focus on the extensive taxonomy of instruments and the complex models developed to price them, and on ways to exploit mispricing. While this course will make use of some of these pricing models, the focus is on how corporations use the insights and models to improve their operations, to increase the value of their real assets, or to create the financial flexibility necessary to implement their core strategy

Course Curriculum

  • Introduction: the role of risk management; how companies manage risk; why companies manage risk Unlimited
  • Measuring risk, part A: exposure Unlimited
  • Measuring risk, part B: dynamic models Unlimited
  • Pricing risk Unlimited
  • Valuation Unlimited
  • Trading operations Unlimited
  • Financial policy, and liability management Unlimited
  • Strategic hedging Unlimited

About the instructor

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Instructor Rating

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Courses

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Massachusetts Institute of Technology