| TPPE81 | Financial Risk Management, 4,5 ECTS credits. /Finansiell riskhantering/ |
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Prel. scheduled
hours: 26 |
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Area of Education: Technology Subject area: Production Economics |
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| Advancement level
(A-D): C
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| Aim: The main aim of the course is to present models and techniques for measuring, controlling, and changing financial risk exposure. Primarily, financial market risks will be treated. |
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| Prerequisites: (valid for students admitted to programmes within which the course is offered) TPPE05 Capital Budgeting and Financial Markets Note: Admission requirements for non-programme students usually also include admission requirements for the programme and threshhold requirements for progression within the programme, or corresponding. |
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| Organisation: The teaching is organized in lectures and seminars. The seminars will be used for presentations and discussions of group assignments that are carried out during the course. |
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| Course contents: Financial risks. Traditional risk measures. Forecasting volatility and correlation. Portfolio theory. Evaluation of portfolio performance. Value-at-Risk. Organisational aspects on risk management. |
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| Course literature: Will be announced later. |
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| Examination: | |||
| An oral examination Seminar assignment |
3 p 0 p |
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Course language is Swedish. Department offering the course: IPE. Director of Studies: Janerik Lundquist Examiner: Peter Hultman Link to the course homepage at the department Course Syllabus in Swedish |
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