| studiehandbok@lith | |
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| TPPE81 | Financial risk management, 3 p (sw) /Finansiell riskhantering/ Advancement level: C | |
| 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.Prerequisites: TPPE05 Capital Budgeting and Financial MarketsCourse organization: The teaching is organized in lectures and seminars. Some of the seminars will be used for presentations and discussions of group assignments that are carried out during the course.Course content: Financial risks. Traditional risk measures. Forecasting volatility and correlation. Portfolio theory. Evaluation of portfolio performance. Value-at-Risk.Course literature: Will be announced later.Assessment: | ||
| A written final exam. Compulsory seminar assignment. | ||
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