TPPE81 Financial risk management, 4,5 ECTS-points
/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:
TPPE 05 Capital Budgeting and Financial Markets

Course 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.

TEN1, 3 p.
UPG1, 0 p.
Course language is Swedish.