Valeri Sokolovski, PhD
Personal Website: https://www.valerisokolovski.com
Contact
Assistant Professor, Alberta School of Business - Department of Finance
- vsokolov@ualberta.ca
- Phone
- (780) 492-8041
- Address
-
4-21D Business Building
11203 Saskatchewan Drive NWEdmonton ABT6G 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.
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
View additional publications