Module Catalog Archive

Module Catalog Archive

Module: Quantitative Risk Management: Measures and Markets (5104-410)

Note: Last updated September 2019. Current module catalog in HohCampus.
Persons:
Degree Program:
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: Investmentsand lnstitutions.
Prerequisites for Attendance:

none

Sprache:
English
ECTS:
6 credits
Frequency:
every winter semester
Length of the Module:
1 semester
Final examination:
written exam
Length of the examination:
60 minutes
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 foundations of quantitative risk management, financial markets, and products. They have the skills to perform \r\nquantitative risk analysis and select valuation and risk models. Students approach the topics both from the theory and the empirical point of view. Students acquaint \r\nthemselves with current real world examples. They develop the skills necessary to \r\nread, understand and critically discuss scientific research papers concerned with the topics outlined above.

Courses

Code Title Type Bindingness Course catalogue
5104-411 Measures and Markets lecture with exercise compulsory Veranstaltung im ILIAS

Current module catalog