Institute for Risk Management and Insurance
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International Triple Degree

Financial Risk Management

Organizational Details

Description

The course introduces the theoretical and empirical concepts of modern finance that are relevant for risk management (RM). The course seeks to deepen the understanding of why risk management is beneficial by applying classic decision theory to investment and risk management problems. The course is also concerned with market risk, covering different measures of risk and return, as well as portfolio theory and common asset pricing techniques. Furthermore, concepts and instruments like derivative securities, hedging, and insurance are discussed.

Aim and Objectives

After completing the course, students should be able to calculate and interpret different measures of risk and return. Furthermore, students will enhance their understanding of portfolio theory and asset pricing techniques. Besides, students should be able to evaluate different risk management techniques in terms of pricing, relevance and usage, which will also include being able to assess the insurability of certain risks. Finally, students will improve their skills in Excel and learn fundamentals of how to analyze and visualize financial data.

Organization

  • The course is for International Triple Degree (ITD) students only. The course comprises five 4-hour lecturs and five 4-hour tutorial sessions.
  • The course organization takes place via Moodle. There you will find all event documents as well as all current information about the class. Please make sure to register for the course in Moodle to be able to participate unhindered and to receive information about updates. The registration key will be announced in the first lecture.
  • Syllabus
  • The class is based on the book „Corporate Finance“, Fifth Edition, Global Edition by Jonathan Berk and Peter DeMarzo (2020), which students can access free of charge via the University Library.

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