P: F520. This course provides an introduction to risk management
strategies. We will focus on two key questions: First, why is risk
management important? Second, how can risk management strategies be
implemented? The course will make extensive use of derivatives as risk
management tools, but no technical knowledge of derivatives is required.

Students will be introduced to commercial software such as JP Morgan’s
Riskmetrics and Creditmetrics. Finance F526 is recommended, but not
required.