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Introduction to Quantitative Risk Management (iQRM): Matrix Algebra

Fall 2022 iQRM

Introduction to Quantitative Risk Management (iQRM) Seminars, presented by the ERM Program
May 28 –  August 27, 2022
Time for all workshops: 9:00 – 10:30 am ET

The Introduction to Quantitative Risk Management (iQRM) seminars tours the material and cases that appear in our iQRM class. This allows beginners to get a preview of the class content and advanced quantitative students can see the applications of the tools presented and prepare to test out of the iQRM class by taking the iQRM waiver exam. Enrolled students are also welcome to attend to get a refresher.

How To Join a Session
Click on the Join a Session button at 9:00 am ET on the day of your desired workshop. Each workshop ends at 10:30 am ET.

Workshop info
Aug 13 | 9:00 to 10:30 am ET
Matrix Algebra
Risk and life comes in systems. What is the variance of multiple risks? What is the variance of a portfolio? Matrix Algebra is the mathematics of systems. In this system we explore the basics of matrix algebra as applied to portfolio risk.