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: 8:02am EST 11/27/2022

Meeting Info:

Days: Wednesday

Times: 9:55am - 11:45am

Building: Eugene Lang 65 W11th

Room: 260

Date Range: 8/31/2022 - 12/7/2022