Curricula Guides
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Archived Curricula Guide 2014–2016
Curricula Guide is archieved. Please refer to current Curricula Guides
LT013027 LRS10 Financial Risk Management 4 ECTS
Organised by
Accounting and Finance
Person in charge
Joonas Hämäläinen
Planned organizing times
Period(s) I II III IV
2015–2016 X
Preceding studies
Completion of the courses TKMY1, TKMY3 and LR05 (or otherwise having equivalent knowledge) is an essence of the participation for this course. In addition, it is highly recommended that the student has completed, or is currently enrolled in, the Moodle-based course for R programming language (TILM3517 Basics of R-language).

Learning outcomes

Students will receive a thorough understanding of how theoretical risk management frameworks are applied in practice. Students will learn to program simple models and evaluate scenarios utilizing a programming language.

Contents

The course provides students with understanding of risk philosophy, loss prevention and preparation methodology, and required capital buffers against risks. Quantitative risk management tools and concepts taught include interest rate risk measurement, Value-at-Risk measures, sophisticated volatility models and dependency modeling. The exercises will be conducted using the programming language R.

Teaching methods

Teaching method Contact Online
Lectures 24 h 0 h

Lectures 24 h and exercises 12 h (groups 1-2).

Modes of study

Option 1
Available for:
  • Degree Programme Students
  • Other Students
  • Doctoral Students
  • Exchange Students
Written exam
  • In English
Exercise(s)
  • In English
Participation in classroom work
  • In English

Evaluation

Numeric 0-5.

Recommended year of study

5th

THE COURSE IS OFFERED EVERY OTHER YEAR.

Study materials

1. Material required by the lecturer.
2. Hull, John C., Risk Management and Financial Institutions. Boston, Prentice Hall 2006 or newer.

Belongs to following study modules

Department of Accounting and Finance
Turku School of Economics
Department of Accounting and Finance
Department of Accounting and Finance
Valinnaiset opintojaksot (Accounting and Finance)
Department of Accounting and Finance
Valinnaiset opintojaksot (Accounting and Finance)
Department of Accounting and Finance

Incoming examinations

Feb 21, 2018

Open enrolments

Dec 4, 2017 - Dec 17, 2017
2015–2016
Teaching
Archived Teaching Schedule. Please refer to current Teaching Shedule.
Implementation details are unavailable.
Department of Accounting and Finance
Accounting and Finance
Quantitative Methods in Management
Business Law