5610877: C21_Risk Management and Derivatives (VT IFS)

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Semester:WS 23/24
Scheduled in semester:5
Semester Hours per Week / Contact Hours:28.0 L / 21.0 h
Self-directed study time:69.0 h

Module coordination/Lecturers


Bachelor's degree programme in Business Administration (01.09.2021)


Financial risk management, financial derivatives, use of derivatives in financial risk management

Lecture Goals

Understanding of various aspects and the importance of risk in finance, structured approach to managing financial risks

Learning Outcomes

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


    • 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
    • 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
    • pitch solutions to fellow students
    • argue in favor of and against candidate solutions
    • defend their stance in discussions
    • 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
    • use standard software for valuing financial derivatives


Hull: "Risk Management and Financial Institutions", most recent edition
Hull: "Options, Futures, and Other Derivatives", most recent edition

Exam Modalities

  • Final Exam


12.09.202308:15 - 09:45S2
19.09.202308:15 - 09:45S2
26.09.202308:15 - 09:45S2
03.10.202308:15 - 09:45S2
10.10.202308:15 - 09:45S2
17.10.202308:15 - 09:45S2
24.10.202308:15 - 09:45S2
31.10.202308:15 - 09:45S2
07.11.202308:15 - 09:45S2
14.11.202308:15 - 09:45S2
21.11.202308:15 - 09:45S2
28.11.202308:15 - 09:45S2
05.12.202308:15 - 09:45S2
12.12.202308:15 - 09:45S2
19.12.202308:15 - 09:45S2


  • PWW-BA-21_Risk Management and Derivatives (VT IFS) - VO (WS 23/24, bewertet)
  • PWW-BA-21_Risk Management and Derivatives (VT IFS) - VO (SS 24, bestätigt)