Rotman School of Management

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RSM 4319 – Forecasting Risk and Opportunities for Financial Securities

Course objectives are: to develop skills for quantifying risks; to evaluate risk and return modeling for forecasting risks and the associated potential returns; to identify and quantify parameter and model risks; and to develop trading/investment strategies taking explicit account of these risks. We will use learning-by-doing exercises to achieve these objectives. The first part of the course emphasizes developing Excel applications linked to actual financial data. We then apply what we have learned using experiential learning cases on the Rotman Interactive Trader platform for which our Excel applications will be linked to data from a simulated market, that is, data generated by the class participants. These interactive cases are analogous to using a flight simulator to learn to fly except in our case we are learning how to make effective financial decisions taking account of uncertainty about the future.
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