Course Schedule - Spring Semester 2016

     

ECON 608 001 (CRN: 25071)

RISK MANAGEMENT/ENERGYINDUSTRY

Long Title: RISK MANAGEMENT IN THE ENERGY INDUSTRY
Department: Economics
Instructor: El-Gamal, Mahmoud A.
Meetings:
9:00AM - 9:50AM MWF BKH 102 (11-JAN-2016 - 22-APR-2016) 
7:00PM - 8:00PM W BKH 102 (11-JAN-2016 - 22-APR-2016) 
Session: Full Term
Grade Mode: Standard Letter
Course Type: Lecture/Laboratory
Language of Instruction: Taught in English
Method of Instruction: Face to Face
Credit Hours: 4
Course Syllabus:
 
Restrictions:
Must be enrolled in one of the following Degree(s):
Master of Energy Economics
Section Max Enrollment: 30
Section Enrolled: 21
Enrollment data as of: 26-JAN-2022 11:34PM
 
Additional Fees: None
 
Final Exam: GR Course-Dept Schedules Exam
 
Description: This course introduces quantitative risk management techniques often employed in the energy industry. It covers topics such as real options, value at risk, conditional value at risk, and expected shortfall, as well as the use of derivatives for trading and hedging various risk exposures. The course is methodologically self-contained and provides students with hands-on experience with state-of-the-art software to measure and manage risk-adjusted returns of heterogeneous asset portfolios.