Risk Management and Financial Derivatives

Semester: AS 20
Time: Thursday 13:15 - 16:00
Room:
 PER21 E230
ECTS:
4.5
Teaching language: English
MoodleCourse directory

 

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

To be announced in the course

 

Dozent

Prof. Dr. Martin Wallmeier

 

Assistent

Patrick Chardonnens