Financial Risk Management

Instructor: Dr. Alexander Merz

Cycle: See course schedule

ECTS-Information: 6 Credits

Recommended prior knowledge: Financial Markets and Valuation

Sprache: English

Assessment method: 90 minute written exam

Contact person: David Volkmann

Stud.IP

Learning goals:

After a successful completion of the course students should be able to

  • understand and explain how risk management is related to other issues in corporate finance
  • critically assess different motivations for corporate risk management
  • understand and critically assess different risk measures and how they are applied in practice
  • understand and explain how international risks can be managed and how the management of international risks is related to various economic parity conditions
  • understand, analyze and critically apply measures and methods to manage interest rate risk
  • understand, analyze and critically apply measures and methods to manage credit risk
  • understand, analyze and critically apply hedging strategies for commodity price risk.