University & Research
Moshe A. Milevsky is a Professor of Finance at York University’s Schulich School of Business and a member of the Graduate Faculty in Mathematics and Statistics, where he supervises graduate students in the financial mathematics program.
Below is a sample description of courses recently taught by Moshe A. Milevsky at York University, including a high-level course syllabus. If you are interested in auditing, enrolling or taking courses at the Schulich School, please visit Schulich Yorku directly. For more information about the Department of Mathematics & Statistics or courses offered, please visit mathstats.info.yorku.ca.
Retirement Income Models
FINE4060
This course focuses on the management of uncertainty consumers face towards the end of the lifecycle in the areas of longevity, mortality, inflation, investment returns, pensions and income taxes. The instructional pedagogy is interactive and computational. Students create R-scripts that optimize and solve real-world retirement income problems.
Personal Financial Planning
FINE4050 & FINE6050
Students learn the basics of personal financial management both for professional work in the financial services industry and for their own households. Topics include lifecycle goal-setting, financial budgeting, income taxation, debt management, risk management, insurance, investment principles and practice and retirement planning. Much of the course is based upon realistic problems and cases.
Analysis of Structured Products
MFIN5500
An advanced hands-on research practicum in which real world structured insurance and financial products are brought into the classroom, dissected and analyzed using the tools of financial and computational economics. This is a capstone course in the Masters of Finance (MF) program, and therefore examines these structures from a variety of perspectives.
Futures, Options and Derivatives
FINE6800 & FINE4800
Advanced elective course on the subject of modern options and derivative securities. The learning objectives are to acquire an essential ability to use and price various types of financial options and derivative products most commonly employed in corporate finance. The course is geared towards students who are interested in a career in financial trading, pricing, risk management and regulation of derivatives.
Over the course of many research projects, I have created a variety of R-scripts (computer code) and related algorithms that I have made available for download from this webpage. I also use this material for teaching my advanced course on Retirement Income Models and you are free to download and use them and the associated lecture slides included in the zipped files.
York University is known for championing new ways of thinking that drive teaching and research excellence and Schulich is ranked among the leading business schools in the world.
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