Module: Quantitative Risk Management: Investments and Institutions (5104-530)

Persons:

• Prof. Dr. Monika Gehde-Trapp (verantwortlich)

Degree Program:

• International Business and Economics (WS 16/17) (Master, since 01.10.2016)
  4. Semester, semi-elective
• Management (WS 16/17) (Master, since 01.10.2016)
  4. Semester, semi-elective
• International Business and Economics (WS 17/18) (Master, since 01.10.2016)
  4. Semester, semi-elective
• Management (WS 17/18) (Master, since 01.10.2016)
  4. Semester, semi-elective
• Education for Business and Economics (Master, since 01.10.2016)
  4. Semester, semi-elective
• International Business and Economics (WS 16/17) (Master, since 01.10.2016)
  4. Semester, elective
• Management (WS 16/17) (Master, since 01.10.2016)
  4. Semester, elective
• Economics (WS 16/17) (Master, since 01.10.2016)
  4. Semester, elective
• Economics (WS 17/18) (Master, since 01.10.2016)
  4. Semester, elective
• International Business and Economics (WS 17/18) (Master, since 01.10.2016)
  4. Semester, elective
• Management (WS 17/18) (Master, since 01.10.2016)
  4. Semester, elective

Relation to other Modules:

Es bestehen enge methodische und thematische Bezüge zu den Modulen Advanced Corporate Finance, Portfoliomanagement, Derivatives, Fundamentals of Empirical Finance, Treasury Management, Information Systems, lnterest & Exchange Rates und Quantitative Risk Management: Measures and Markets.

Prerequisites for Attendance:

none

Sprache:

English

ECTS:

6 credits

Frequency:

every summer semester

Length of the Module:

1 semester

Final examination:

written exam

Workload:

180 hours:rn42 hours lecture rn138 hours preperation and follow-up, perperation for the exam and exam

Professional competences:

Students possess an in-depth understanding of the main risk factors and the \r\neconomic agents affected by these risk factors. They have the skills to develop \r\ninvestment and risk management strategies. Students approach the topics both from the theory and the empirical point of view. Students acquaint themselves with current real world examples. They develop the skills necessary to read, understand and \r\ncritically discuss scientific research papers concerned with the topics outlined above.

Courses