Risk Management and Financial Derivatives

  • 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.
  • 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 courses
    Course - 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 courses
    Le 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 courses
    Le 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 courses
    Le choix de l'option se fait par l'inscription au premier cours dans l'une des options possibles. > Business Economics > Option : Business Economics
    Le 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 courses
    Course 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 courses
    Courses - 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 courses
    Courses > 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: Finance
    Courses: 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: Finance
    Courses: 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