• Financial Institutions (FIN 2230) - Undergraduate Level:

The course serves as an introduction to key problems that managers of financial institutions face. We focus heavily on the risk management of financial institutions. Some of the topics covered are:

      • Interest Rate Risk
      • Value-at-Risk and Expected Shortfall
      • Market Risk
      • Credit Risk
      • Liquidity Risk
      • Stress Testing
      • Systemic Risk
      • Financial Crisis: e.g., Bear Stearns, Lehman Brothers, European Debt Crisis

The main site used for the class is Blackboard.

  • Alternative Investments (FIN 2340/MSF 8645) - Undergraduate & Masters Level:

This course is an introduction to Alternative Investments, and it is structured to help students prepare for the first round of the Chartered Alternative Investment Analyst (CAIA) exam. We cover several topics, including a statistical overview (including regressions and asset pricing models), hedge funds, and private equity funds.

The main site used for the class is Blackboard.