General Remarks

We will meet several times in the beginning of the term. These will be lecture-style sessions, in which we cover some topics from risk management. We will then meet again in January. Participants will give presentations on topics assigned in the beginning of the term. A written exam concludes the course.

This is a core course of the MSc Finance program. Students from other degree programs are welcome to attend the lecture sessions (room capacity permitting). It is not possible to substitute this course for a seminar.

Time Table

Downloads

Literature

Jorion, Financial Risk Manager Handbook

Relevant chapters in the sixth edition: 2-4, 6-9, 13-14, 18-22, 25, 27

Relevant chapters in the fifth and fourth editions: 1-7, 12-13, 18-21, 24, 26

Topics Presentations

Assigned Topics

1. Ankit Batra, Tatsiana Maroz and Alma Navarro

2. Jeyhun Garayev, Nils-Jörn Schmid and Matthias Schumacher

3. Dmytro Bogdanis, Natalia Kalashnikova and Vladimir Nakoryakov

4. Benjamin Tawiah, Kuo Wang and Wu Jianping

5. Ana Calderon, Stefan Gogel and Georgy Korolenko

6. Hudson Kiige, Ivana Pocek and Jovana Zavisin

7. Johannes Lübbers and Mark Wolter

8. Michael Gorodinski, Joshua Lüdke and Ahmed Mahmoud

9. Aiste Kuodyte, Ken von Rentzell and Irina Zyulyaeva

10. Wen Cao, Harris Rahim and Dan Wu