ECON 608: RISK MANAGEMENT/ENERGYINDUSTRY
Spring 2027 · Section 001 · CRN 20578
This course introduces quantitative risk management techniques often employed in the energy industry. It covers topics such as real options, value at risk, conditional value at risk, and expected shortfall, as well as the use of derivatives for trading and hedging various risk exposures. The course is methodologically self-contained and provides students with hands-on experience with state-of-the-art software to measure and manage risk-adjusted returns of heterogeneous asset portfolios.
- Credits
- 4
- Instructors
- Julio Cacho-Diaz