Risk Management and Financial Derivatives
Semester: AS 2026
Time: Thursday, 13:15 - 16:00
Room: PER21 E230
ECTS: 4.5
Teaching language: English
Content
This course deals with the measurement and management of financial risks. We analyze how risk management generates value for non-financial and financial institutions and how appropriate risk management strategies can be developed. The focus of the course is not on the valuation of derivatives or technical aspects, but on the application of derivative instruments. We look at risk management from the perspective of managers rather than traders. Part of the course is based on Excel case studies.
Recommendend Literature
- Chance: Financial Risk Management
- CFA: Derivatives
- Hull: Risk Management and Financial Institutions
- Jacque: Global Derivative Debacles