Berkeley Risk Management Program
The Berkeley Risk Management Program is designed for investment professionals looking to enhance both their theoretical knowledge and modeling skills for pricing, hedging, trading and portfolio management decisions. The program curriculum and case studies emphasize the practical applications of the topics covered. The program is taught by the same faculty who teach in the UC Berkeley's Masters in Financial Engineering Program (MFE) — ranked first in the world.
Program Description
Modules
Building & Pricing of Derivatives: Tools for Risk Management
This is a module full of tools and applications uncovering the building blocks of derivative securities: Participants learn how to engineer and price futures, European and American options, barrier options, just to name a few. These principles and skills can then be easily extrapolated and applied to more complex contingent claims.
Fixed Income Securities: Bonds, ABS and Risk Management
Our world class faculty will take you to the boundary of current knowledge on the building and pricing of fixed income securities, risk management, and term structure modeling.
This module is full of tools and applications that provide a deep understanding of the software already used in organizations. The program is designed for junior professionals in portfolio management, trading, or anyone wishing to gain a sound grounding in today's cutting edge methodologies.
At the end of the program, participants will be awarded a certificate of completion by the UC Berkeley Center for Executive Education.
Who Should Attend
Packed with case studies and problem solving, this program is ideally suited to the junior analyst (one to two years professional experience) or anyone wishing to gain a sound grounding in today's cutting edge methodologies. Binomial option pricing, for example, was invented by Mark Rubinstein, one of our premier faculty members.
