Adjunct Associate Professor
Allan M. Malz is the author of Financial Risk Management: Models, History, and Institutions (Wiley, 2011), a survey of quantitative risk management tools and of the public policy issues raised by the global financial crisis. He has worked as a risk manager and economist at a number of firms, most...
IEORE4723 The Contemporary Financial System: An Introduction for Financial Engineers
Instructor: Allan Malz
Additional Information: IEOR_E4723_Fall_2016_Syllabus_2.pdf
The course presents an overview of the financial system, and introduces financial concepts and models in the context of contemporary issues. It provides an introduction to finance theories and models needed to understand the organization and institutions of the financial system, and the role of the public sector in it. The course will endeavor to make comprehensible the enormous changes leading up to and following the financial crisis, to provide institutional context and background for quantitative finance, and to prepare students to participate meaningfully in discussions of current issues.