Financial Risk Management
QF-435: Risk Management for Capital Markets
FE-535: Introduction to Financial Risk Management
FA-636: Advanced Financial Risk Analytics
Financial Engineering
FE-530: Introduction to Financial Engineering
Money and Banking
BT-440: Money, Banking, and Financial Institutions
I've had the privilege of teaching courses aligned with my expertise in financial risk management (FRM). Moreover, I've had the opportunity to teach the BT440 course titled 'Money, Banking, and Financial Institutions,' which provides a high level of the financial sector, providing students with a comprehensive understanding of the critical role played by banks, financial institutions, and the monetary system in our economy. Notably, the FE-535 course I've developed adheres closely to the globally recognized FRM curriculum set by the Global Association for Risk Professionals (GARP). I've also introduced the QF-435 course at the undergraduate level to instill fundamental FRM principles. In the Spring of 2024, I introduced a new Advanced Financial Risk Analytics (FA-636) course, which sets a significant milestone for those aiming to advance their careers in FRM.
As a personal achievement, I obtained the FRM certification in August 2023. I hope this accomplishment encourages my students to pursue their FRM career goals and guides them toward becoming expert risk professionals.
Hanlon Lab on June 23, 2023, Class
Numerical/empirical illustrations are constructed using this R code.
All data is open-source, except the CRSP one, which was used to compute the bid-ask spread for SPY ETF