The RIT Decision Cases have been designed to complement finance curricula at both the undergraduate and graduate levels. Each RIT Decision Case simulates the risks and opportunities associated with particular securities or strategies. RIT Decision Cases focus on specific financial concepts and present them in an easy to understand manner so that students can explore, learn, and practice strategies that achieve their desired goals. The RIT Decision Cases also sequence from introductory (generally one source of risk) to richer cases for which the decision maker has to manage several risks. Note that most cases have an associated start-up decision-support template that applies the relevant theory and links to the order-driven market in real time. This reflects our mission to integrate theory and practice.

The RIT Decision Cases are designed to be run using multiple iterations which implement a range of potential scenarios. This simulation approach to learning is ideal for understanding the risks and opportunities associated with financial securities and inherent in most investment or risk management strategies. The same strategy can yield different results depending on the final realization of the scenario. Participants learn from the immediate feedback on the success of their strategies and practice until they find a robust strategy that works well across the whole range of potential outcomes. In effect, the RIT Decision Cases are designed to apply finance theory in a setting in which participants learn how to make good decisions when faced with uncertainty about outcomes.