wir843 - Financial Risk Management (Vollständige Modulbeschreibung)

wir843 - Financial Risk Management (Vollständige Modulbeschreibung)

Originalfassung Englisch PDF Download
Modulbezeichnung Financial Risk Management
Modulkürzel wir843
Kreditpunkte 6.0 KP
Workload 180 h
Einrichtungsverzeichnis Department für WiRe (BWL und Wirtschaftspädagogik)
Verwendbarkeit des Moduls
  • Master Applied Economics and Data Science (Master) > Specialization
  • Master Betriebswirtschaftslehre: Management und Recht (Master) > Schwerpunktmodule AFT - BWL
  • Master Betriebswirtschaftslehre: Management und Recht (Master) > Schwerpunktmodule RdW - BWL
Zuständige Personen
  • Lehrenden, Die im Modul (Prüfungsberechtigt)
  • Prokop, Jörg (Modulverantwortung)
Teilnahmevoraussetzungen
Kompetenzziele
The aim of the course is to provide students with a thorough knowledge of how to identify, classify, measure, and manage different types of financial business risks. In particular, we will discuss the properties and potential applications of derivatives in financial risk management. Upon completion of this module students
• will have a sound understanding of the concept of risk management, and will be able to distinguish different types of financial risks and risk management approaches;
• will be able to devise hedging strategies, arbitrage strategies, and speculative strategies using financial derivatives such as futures contracts, forward contracts, options, and swaps;
• will be able to consistently apply valuation models to determine theoretical prices of financial derivatives.
• will be able to assess limitations of financial derivatives in risk management.
Modulinhalte
The course provides insights into the theory and practice of modern financial business risk management, including:

• the concept of risk, types of financial risks, and approaches to risk measurement;
• the mechanics of financial markets, including derivatives markets;
• the properties of selected financial instruments, including financial derivatives such as forwards, futures, options, and swaps;
• tools and techniques for managing financial risks.
Literaturempfehlungen
Highly recommended readings:
• John C. Hull, Options, Futures, And Other Derivatives, current edition, Pearson.
• Aswath Damodaran, Strategic Risk Taking: A Framework For Risk Management, Pearson 2008.
Optional readings:
• John C. Hull, Risk Management and Financial Institutions, latest edition, Pearson.
• John C. Hull, Fundamentals of Futures and Options Markets, latest edition, Pearson.
Further readings may be announced during the course.
Links
Unterrichtssprache Englisch
Dauer in Semestern 1 Semester
Angebotsrhythmus Modul halbjährlich
Aufnahmekapazität Modul unbegrenzt
Modulart Wahlpflicht / Elective
Modullevel MM (Mastermodul / Master module)
Lehr-/Lernform 2 VL oder 1 VL und 1 Ü
Prüfung Prüfungszeiten Prüfungsform
Gesamtmodul
typically at the end of the semester; potential mid-term examination dates will be announced in the first session
1 term paper (Hausarbeit) or 1 written exam (Klausur) or 1 oral exam (mündliche Prüfung) or 1 Portfolio
Lehrveranstaltungsform Vorlesung
ggf. mit Übung

SWS 4
Angebotsrhythmus --
Workload Präsenzzeit 56 h