Valeri Sokolovski, PhD

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

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