Skip to Main Content
Sign In

Risk Management and Derivatives (VT IFS)

Risk Management and Derivatives (VT IFS)

Project Description
Financial risk management, financial derivatives, use of derivatives in financial risk management
Learning Objectives
Understanding of various aspects and the importance of risk in finance, structured approach to managing financial risks
Learning Results
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
Learning Outcomes The students...
Professional Competence
  • 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
Methodological Competence
  • 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
Social Competence
  • pitch solutions to fellow students
  • argue in favor of and against candidate solutions
  • defend their stance in discussions
Personal Competence
  • 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
Technology Competence
  • use standard software for valuing financial derivatives
Assessment Methods
  • Final Exam
Module number:
6210877
Courses:
28 L / 21 h
Self-study:
69 h
Scheduled Semester:
5