Risk Management and Financial Derivatives
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Teaching
Details
Faculty Faculty of Management, Economics and Social Sciences Domain Business Administration Code UE-EGE.00160 Languages English Type of lesson Lecture
Level Master Semester SA-2022 Schedules and rooms
Summary schedule Thursday 13:15 - 16:00, Hebdomadaire (Autumn semester)
Hours per week 3 Teaching
Responsibles - Wallmeier Martin
Teachers - Wallmeier Martin
Assistants - Jankovic Ratko
Description This course deals with measuring and managing financial risks. We analyze how risk management creates value for non-financial and financial institutions, and how valuable risk management strategies can be devised. The focus of the course is not on derivative valuation or technicalities but on the use 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. Training objectives The course enables students to analyze risk and to devise appropriate risk mangement strategies. Softskills No Off field No BeNeFri No Mobility Yes UniPop No Documents
Bibliography Will be given in the first session. -
Dates and rooms
Date Hour Type of lesson Place 22.09.2022 13:15 - 16:00 Cours PER 21, Room E230 29.09.2022 13:15 - 16:00 Cours PER 21, Room E230 06.10.2022 13:15 - 16:00 Cours PER 21, Room E230 13.10.2022 13:15 - 16:00 Cours PER 21, Room E230 20.10.2022 13:15 - 16:00 Cours PER 21, Room E230 27.10.2022 13:15 - 16:00 Cours PER 21, Room E230 03.11.2022 13:15 - 16:00 Cours PER 21, Room E230 10.11.2022 13:15 - 16:00 Cours PER 21, Room E230 17.11.2022 13:15 - 16:00 Cours PER 21, Room E230 24.11.2022 13:15 - 16:00 Cours PER 21, Room E230 01.12.2022 13:15 - 16:00 Cours PER 21, Room E230 15.12.2022 13:15 - 16:00 Cours PER 21, Room E230 22.12.2022 13:15 - 16:00 Cours PER 21, Room E230 -
Assessments methods
Written exam - SA-2022, Session d'hiver 2023
Date 18.01.2023 14:00 - 15:30 Assessments methods By rating Descriptions of Exams Written exam of 90 min.
The grade will be based on two elements: 1. a short presentation “Snapshot: What you need to know about ...” (1/3) 2. the final exam of 90 minutes (2/3). The first element is voluntary and only considered if the grade is higher than the grade of the final exam. The topics of the “Snapshot” presentations will be given in class.
Since the presentation is voluntary, the exam mode of this course is not considered a continuous evaluation.
Written exam - SP-2023, Session de rattrapage 2023
Date 24.08.2023 14:00 - 15:30 Assessments methods By rating Descriptions of Exams Written exam of 90 min.
The grade will be based on two elements: 1. a short presentation “Snapshot: What you need to know about ...” (1/3) 2. the final exam of 90 minutes (2/3). The first element is voluntary and only considered if the grade is higher than the grade of the final exam. The topics of the “Snapshot” presentations will be given in class.
Since the presentation is voluntary, the exam mode of this course is not considered a continuous evaluation.
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Assignment
Valid for the following curricula: Complementary learnings in SES or mobility students
Version: ens_compl_ses
Mster course offering for Mobility Students
Doc - Business Informatics
Version: 20210713
Elective courses > Wahlkurse UNIFR
Doc - Economics
Version: 2002/SA_V01
Cours a choix > Wahlkurse UNIFR
Doc - Economie quantitative
Version: 2002/SA_V01
Cours a choix > Wahlkurse UNIFR
Doc - Management
Version: 2002/SA_V01
Cours a choix > Wahlkurse UNIFR
Doc - Management in Nonprofit-Organisation
Version: 2002/SA_V01_60ECTS Théoriques
Elective courses > Wahlkurse UNIFR
Doc - Sciences sociales
Version: 2002/SA_V01
Cours a choix > Wahlkurse UNIFR
Doc - Sciences économiques et sociales
Version: 2002/SA_V01
Cours a choix > Wahlkurse UNIFR
European Studies 30 [MA]
Version: SA14_MA_PS_bil_v01
Enjeux économiques, politiques et sociaux en Europe > Modul "Economie" (Option A)
Ma - Accounting and Finance - 90 ECTS
Version: 2021/SA_V01
Course - 72 ECTS > Minimum 0 / maximum 1 optional master course offered at the University of Fribourg, if 72 ECTS not yet reached in the above modules > SES Master level coursesCourse - 72 ECTS > Finance module: at least 3 of the core courses (see department website: https://www.unifr.ch/bwl/en/studies/master/master-in-accounting-and-finance.html) must be validated. > FIN: Finance
Ma - Business Communication : Business Informatics - 90 ECTS
Version: 2020/SA_V02
Courses - 60 ECTS > Option Group > Information Management > Cours > Modules management > FIN: Finance
Ma - Business Informatics - 90 ECTS
Version: 2020/SA-v01
Classes - min. 45 ECTS > Modules management - max. 15 ECTS > FIN: Finance
Ma - Communication and Media Research - 90 ECTS
Version: 2015/SA_V01
Courses - 60 ECTS > Inter- and Transdisciplinary Perspectives > SES Master level courses
Ma - Communication and Society - 90 ECTS
Version: 2021/SA_V03
Forschungsbereiche > Inter- & Transdisciplinary Perspectives
Ma - Economics - 90 ECTS
Version: 2021/SA_V04
Le choix de l'option se fait par l'inscription au premier cours dans l'une des options possibles. > Public Economics and Policy > Elective courses in Public Economics and Policy > Elective courses of the SES Faculty - max. 15 ECTS > SES Master level coursesLe choix de l'option se fait par l'inscription au premier cours dans l'une des options possibles. > Sustainable Development and Social Responsibility > Elective courses in Sustainable Development and Social Responsibility > Elective courses of the SES Faculty - max. 15 ECTS > SES Master level coursesLe choix de l'option se fait par l'inscription au premier cours dans l'une des options possibles. > Quantitative Economics > Elective courses in Quantitative Economics > Courses from the SES faculty - max. 15 ECTS > SES Master level coursesLe choix de l'option se fait par l'inscription au premier cours dans l'une des options possibles. > Business Economics > Option : Business EconomicsLe choix de l'option se fait par l'inscription au premier cours dans l'une des options possibles. > Business Economics > Elective courses in Business Economics > Wahlkurse der SES-Fakultät - max. 15 ECTS > SES Master level coursesCourse selection for the Master WITHOUT options > Elective courses > Elective courses of the SES Faculty - max. 15 ECTS > SES Master level courses
Ma - European Business - 90 ECTS
Version: 2017/SA_v01
Courses - 63 ECTS > Additional courses: Any Master courses of the Faculty of Economics and Social Sciences, as well as maximum 9 ECTS from all Master programmes of the University. > SES Master level coursesCourses - 63 ECTS > Modules - Min one extra module with 12 ECTS > One complete module taken from the following list > FIN: Finance
Ma - Information Management - 90 ECTS
Version: 2019/SA_V01
Classes - min. 45 ECTS > Modules management - max. 15 ECTS > FIN: Finance
Ma - International and European Business - 90 ECTS
Version: 2021/SA_V01
Courses > Additional courses: Any Master courses of the Faculty of Economics and Social Sciences, as well as maximum 9 ECTS from all Master programmes of the University. > SES Master level coursesCourses > Modules > One complete module taken from the following list > Groupe d'élément de validation du Module FIN > FIN: Finance
Ma - Management - 90 ECTS
Version: 2021/SA_V01
Courses: min. 72 ECTS > Modules - min 54 ECTS > Groupe d'élément de validation du Module FIN > FIN: FinanceCourses: min. 72 ECTS > Elective Courses : max. 18 ECTS > SES Master level courses
Ma - Management - 90 ECTS [MA]
Version: 2017/SA_v01
Courses: min. 63 ECTS > 3 modules with min 12 ECTS each > FIN: FinanceCourses: min. 63 ECTS > Cours facultatifs : max. 18 ECTS > SES Master level courses
Ma - Marketing - 90 ECTS
Version: 2021/SA_V02
Courses > Elective Master courses from the whole university > SES Master level courses
Ma - Public Economics and Public Finance - 90 ECTS
Version: 2015/SA_V01_MA_VWL_DD
Cours > Up to 45 ECTS credits must fulfill the conditions required for the specialisation, including the modules 1, 2 and 6 with a min. of 12 ECTS in each. > Additional courses in Economics in order to fulfil the Double Diploma requirements > FIN: Finance
MiMa - Business Informatics - 30 ECTS
Version: 2020/SA_V01
Cours > Modules management > FIN: Finance
MiMa - Gestion d'entreprise - 30 ECTS
Version: 2021/SA_V01
Elective courses - 30 ECTS > FIN: Finance