Course Correlation Risk Modeling and Management by Gunter Meissner

[David Harper CFA FRM]

We are big fans here at BT of Gunter Meissner who is a perennial FRM author. Before his latest book was added to the syllabus (Correlation Risk Modeling and Management), his previous book Credit Derivatives: Application, Pricing, and Risk Management was assigned for several years and it's a classic introduction. He just invited us (BT members and visitors) to his upcoming class (this summar) at Columbia University which runs from May 23 to July 1st:

• IEORE4721 Correlation Risk Modeling and Management http://ieor.columbia.edu/correlation-risk-modeling-and-management
• He just sent me this colorful syllabus http://trtl.bz/CRMM-syllabus-GM

@Nicole Seaman ayc, I just realized that I don't have any cost information or online access instructions (it's not in his email correspondence). Can you see if you can find out (e.g., maybe it's a private invitation, but as you saw, I did ask his permission to share with BT members ....)? Thanks!

 

[Nicole Seaman]

@David Harper CFA FRM Here is the response from Gunter Meissner regarding the cost and contact information for registration:

"The lectures will be videotaped, and the students can access them when they are registered. The exams will be online open book for the online students. I believe the tuition is about $6,300. You can also contact Carmen Ng, carmen@columbia.edu, who is the Academic and Operations Manager. "

 

[emilioalzamora1]

One course to the tune of $6,300? For this, one can get the Troika (CFA, FRM, CAIA) actually.

It is a bit high . No discount (or free lectures) for BT members?

 

[David Harper CFA FRM]

Thank you @Nicole Seaman for getting that, er, detail. For some reason, I was thinking it was an offer for a discount or even free, I never imagined $6,300 That's not a typo, six thousand three hundred dollars, did you say!? No wonder he didn't mention it ...
'

 

[Nicole Seaman]

Thank you @Nicole Seaman for getting that, er, detail. For some reason, I was thinking it was an offer for a discount or even free, I never imagined $6,300 That's not a typo, six thousand three hundred dollars, did you say!? No wonder he didn't mention it ...
'

@David Harper CFA FRM I'm thinking that may be the reason that he didn't mention it in his first email because that is expensive! But I do also wonder if maybe it is not the correct price for just the one course. It seems like that would be the price of a couple of courses through the college (i.e. part time student tuition).

 

[David Harper CFA FRM]

@Nicole Seaman It's seems too high. For $6,300 you could instead visit him him in Hawaii and stay at a very nice hotel and just skip the course. For $6,300, they could afford some help with that PPT formatting, yikes Okay, sorry, I will stop making jokes and get back to work

 

[Askar M]

Dear David,
where can I download all spreadsheets from Correlation Risk Modellng and Management book? could I kindly ask you to share it with me? Would be grateful, Askar M.

 

[David Harper CFA FRM]

Hi @Askar M Try this https://trtl.bz/2HIXEDF

 

[Askar M]

Thank you much!