Uusi opinto-opas (sisältäen myös opetusohjelmat) lukuvuodelle 2018-2019 sijaitsee osoitteessa https://opas.peppi.utu.fi . Tältä sivustolta löytyvät enää vanhat opinto-oppaat ja opetusohjelmat.

The new study guide (incl. teaching schedules) for academic year 2018-2019 can be found at https://studyguide.utu.fi. This site contains only previous years' guides.

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Arkistoitu opetussuunnitelma 2014–2016
Selaamasi opetussuunnitelma ei ole enää voimassa. Tarkista tiedot voimassa olevasta opetussuunnitelmasta.
LT013027 LRS10 Financial Risk Management 4 op
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.


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
  • In English
Participation in classroom work
  • In English


Numeric 0-5.

Recommended year of study



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

Laskentatoimen ja rahoituksen laitos
Turun kauppakorkeakoulu
Laskentatoimen ja rahoituksen laitos
Laskentatoimen ja rahoituksen laitos
Valinnaiset opintojaksot (Laskentatoimi ja rahoitus)
Laskentatoimen ja rahoituksen laitos
Valinnaiset opintojaksot (Laskentatoimi ja rahoitus)
Laskentatoimen ja rahoituksen laitos
Archived Teaching Schedule. Please refer to current Teaching Shedule.
Implementation details are unavailable.
Laskentatoimen ja rahoituksen laitos