Valeri Sokolovski, PhD

Assistant Professor, Alberta School of Business - Department of Finance

Personal Website: https://www.valerisokolovski.com

Contact

Assistant Professor, Alberta School of Business - Department of Finance
Email
vsokolov@ualberta.ca
Phone
(780) 492-8041
Address
4-21D Business Building
11203 Saskatchewan Drive NW
Edmonton AB
T6G 2R6

Courses

FIN 413 - Risk Management

This course examines the markets and valuation models for options and future contracts, and their application to hedging and the valuation of the other financial contracts. Prerequisite: FIN 301.


FIN 654 - Risk Management

Futures, options, and other derivative securities. Markets, valuation models, application to risk management through hedging, and the application of pricing models to the valuation of financial contracts. Prerequisite: FIN 501 or FIN 503. It is recommended the student have credit in FIN 614.


Browse more courses taught by Valeri Sokolovski

Featured Publications

Patrick Augustin, Valeri Sokolovski, Marti Subrahmanyam, Davide Tomio

Journal of Monetary Economics. 2022 October; 10.1016/j.jmoneco.2022.07.005


Egle Karmaziene, Valeri Sokolovski

Journal of Financial and Quantitative Analysis. 2022 May; 10.1017/S0022109021000181


Journal of Financial Economics. 2021 May; 10.1016/j.jfineco.2021.05.009


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