Volatibility and Finance

New School for Social Research: Economics

Liberal Arts
Graduate Course
Majors Only
Volatility and Finance
Fall 2022
Taught By: Benjamin Lee
Section: A

CRN: 14298

Credits: 3

This course explores the relations between quantitative and qualitative approaches to volatility in finance and economics. Quantitative approaches to volatility are derived from expected utility and formal models of decision-making under uncertainty; behavioral finance and economics explore the qualitative dimension of "animal spirits" and why people don't follow the dictates of expected utility theory. Since volatility applies to quantitative phenomena such as stock prices and qualitative changes such as in affect, it provides a framework for the models of subjectivity in finance and economics.

College: New School for Social Research (GF)

Department: Economics (GECO)

Campus: New York City (GV)

Course Format: Seminar (R)

Modality: In-Person

Max Enrollment: 15

Add/Drop Deadline: September 12, 2022 (Monday)

Online Withdrawal Deadline: December 18, 2022 (Sunday)

Seats Available: Yes

Status: Closed*

* Status information is updated every few minutes. The status of this course may have changed since the last update. Open seats may have restrictions that will prevent some students from registering. Updated: 5:36pm EST 2/6/2023

Meeting Info:
Days: Wednesday
Times: 9:55am - 11:45am
Building: Eugene Lang 65 W11th
Room: 260
Date Range: 8/31/2022 - 12/7/2022