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Risk Management and Derivatives (VT IFS)

Risk Management and Derivatives (VT IFS)

Studiengänge
Bachelorstudiengang Betriebswirtschaftslehre (BSc BWL 21) (01.09.2021)
Financial risk management, financial derivatives, use of derivatives in financial risk management
Lernziele
Understanding of various aspects and the importance of risk in finance, structured approach to managing financial risks
Lernergebnisse
After completing this course, students...
  • know different concepts of risk in finance
  • understand where and how financial risks matter
  • apply different methods to measure financial risks
  • select appropriate approaches to managing financial risks
  • understand the most important types of derivatives
  • use forwards, futures and swaps in the context of risk management
Literatur
Hull: "Risk Management and Financial Institutions", most recent edition
Hull: "Options, Futures, and Other Derivatives", most recent edition
Lernergebnisse Die Studierenden...
Fachkompetenz
  • understand the most important concepts of financial risk
  • know why and where financial risks matter
  • understand the logic of the risk management process
  • know the standard types of financial derivatives and assumptions behind their valuation
  • describe pros and cons of different types of derivatives
Methodenkompetenz
  • select and apply methods for identifying risks
  • select and apply methods for measuring risks
  • select and apply methods for managing risks
  • devise suitable hedging strategies using derivatives
  • select methods for risk communication
Sozialkompetenz
  • pitch solutions to fellow students
  • argue in favor of and against candidate solutions
  • defend their stance in discussions
Selbstkompetenz
  • repeat the contents of lectures and exercises in a self-organized way
  • assess their own learning progress during lectures
  • identify their own strengths and weaknesses
  • tolerate different opinions and working styles
Technologiekompetenz
  • use standard software for valuing financial derivatives
Prüfungsmodalitäten
  • Final Exam
Modulnummer:
6210877
Semester:
WS 26/27
Lehre:
28 L / 21 h
Selbststudium:
69 h
Sprache:
Englisch
Plansemester:
5