[Tentative Schedule] Risk Management


Risk Management	Tentative Schedule	Class Notes	Regulations	Downloaded Papers	Presentations	Final Project

Week	Date	Topic	B&P	KD	GT/Allen
2	09/16	Introduction to Risk Management (I)	Art. 1
3	09/23	Introduction to Risk Management(II)	Art. 6	c	c
4	09/30	Introduction to Asset Pricing & Financial Instruments	Art. 2	c
5	10/07	Interest Rate Risk	Art. 4	Ch.1	Ch.1 (GT)
6	10/14	-- FRA. Futures, and Interest-Rate	Art. 16	c	Ch.2 (GT)
7	10/21	-- Options,Caps,Floors,and Collars	Art. 14	c	Ch.3 (GT)
8	10/28	Credit Risk	Art. 3	c	a
9	11/04	Liquidity Risk	Art. 15	Ch. 9	Ch.4 (GT)
10	11/11	Currency Risk	Art. 8	a	Ch.5 (GT)
11	11/18	--- Currency Swap	c M. Assignment #1(Due)
12	11/25	VaR Estimation	Art. 9	Ch. 2	c
13	12/02	-- Parametric Approaches	Art. 10	Ch. 5	Ch.6 (GT)
14	12/09	-- Non-parametric Approaches	Art. 11	Ch. 4	c
15	12/16	-- Simulation Approaches	Art. 12	Ch. 6	c
16	12/23	-- Lattice Approaches	Art. 13	Ch. 7	c
17	12/30	Ten Hedge Fund Strategies by LTCM	Art. 7	c	Ch.10 (Allen)
18	01/06	Review	M. Assignment #2(Due)
01/13		Final EXAM