Modules
Liste aller Module
An dieser Stelle gibt es eine alphabetische Liste aller Module. Einzelne Modulnamen können "doppelt" erscheinen, da gleichlautende aber unterschiedliche Module in unterschiedlichen Studiengängen Verwendung finden. Dies geschieht bspw. durch Vorgaben der Akkreditierungsagenturen oder bei sehr unspezifischen Modulen wie Abschlussarbeiten. In dem Fall finden Sie das richtige Modul eventuell schneller wenn Sie über den Anbieter suchen.
Module
Module (6 Credits)
Financial Risk Management
- Name in diploma supplement
- Financial Risk Management
- Responsible
- Admission criteria
- See exam regulations.
- Workload
- 180 hours of student workload, in detail:
- Attendance: 60 hours
- Preparation, follow up: 120 hours
- Duration
- The module takes 1 semester(s).
- Qualification Targets
At the end of this course, Students will be able to demonstrate that they can:
- understand the core principles of quantitative risk management.
- understand mathematical and statistical techniques used in risk management.
- use Monte-Carlo methods for risk measure calculations.
- apply the theoretical principles discussed in class to real-world problems.
- apply the knowledge gained to current problems in academic research.
- recapitulate topics discussed in class.
- discuss issues in the field of risk and bank management both in German and English.
- communicate and debate topics of the lecture in a structured and professional way.
- Module Exam
Final written exam (60-90 minutes).
Die Prüfung in diesem Modul darf nicht abgelegt werden, wenn "Risikomanagement I" bereits bestanden ist.
- Usage in different degree programs
- Elements
Lecture (3 Credits)
Financial Risk Management
- Name in diploma supplement
- Lecture Financial Risk Management
- Organisational Unit
- Lecturers
- SPW
- 2
- Language
- English
- Cycle
- winter semester
- Participants at most
- no limit
- Preliminary knowledge
Good knowlede in the field of statistics and econometrics
- Contents
- Regulation: Basel II/III, Sovency II
- Risk Categories
- Risk Measurements
- Valuation of Options, "Greeks"
- Hedging Strategies
- Literature
- Bingham, N.H. & Kiesel, R.: Risk Neutral Valuation, 2nd edition, Springer, 2004.
- Hull, J.: Risikomanagement, 2. Auflage, Pearson Studium, 2011.
- Jorion, P.: Value-at-Risk, 3rd edition, McGraw-Hill, 2009.
- Hull, J.: Optionen, Futures und andere Derivate, 7. Auflage, Pearson Studium, 2009
- Teaching concept
Presentation, Discussion, Case Studies
- Participants
Exercise (3 Credits)
Financial Risk Management
- Name in diploma supplement
- Exercises Financial Risk Management
- Organisational Unit
- Lecturers
- SPW
- 2
- Language
- English
- Cycle
- winter semester
- Participants at most
- no limit
- Preliminary knowledge
Good knowlede in the field of statistics and econometrics
- Contents
- Regulation: Basel II/III, Sovency II
- Risk Categories
- Risk Measurements
- Valuation of Options, "Greeks"
- Hedging Strategies
- Literature
See lecture.
- Teaching concept
Presentation, Discussion, Case Studies
- Participants