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Financial Risk Management
Engineering & Social Sciences Program
Madrid, Spain
Dates: 1/18/24 - 6/5/24
Financial Risk Management
OVERVIEW
CEA CAPA Partner Institution: Universidad Carlos III de Madrid
Location: Madrid, Spain
Primary Subject Area: Finance
Instruction in: English
Course Code: 13760
Transcript Source: Partner Institution
Course Details: Level 300
Recommended Semester Credits: 3
Contact Hours: 42
Prerequisites: Fixed Income and Derivatives, Econometrics I
DESCRIPTION
1 Introduction to Risk management
2. Hedging Risks
3 The greeks and Portfolio Insurance
4 The management of Interest Rate Risk
5. Value at Risk (VaR).
6. Historical and Montecarlo Simulation of VaR
7. Back-Testing
8. VaR Limitations
2. Hedging Risks
3 The greeks and Portfolio Insurance
4 The management of Interest Rate Risk
5. Value at Risk (VaR).
6. Historical and Montecarlo Simulation of VaR
7. Back-Testing
8. VaR Limitations