Risk Management and Financial Derivatives

  • Teaching

    Details

    Faculty Faculty of Management, Economics and Social Sciences
    Domain Business Administration
    Code UE-EGE.00160
    Languages English
    Type of lesson Lecture
    Level Master
    Semester SA-2020

    Schedules and rooms

    Summary schedule Thursday 13:15 - 16:00, Hebdomadaire (Autumn semester)
    Hours per week
    		3

    Teaching

    Responsibles
    • Wallmeier Martin
    Teachers
    • Wallmeier Martin
    Assistants
    • Chardonnens Patrick
    Description This course deals with measuring and managing financial risks. We analyze how risk management creates value for non-financial and financial institutions, and how valuable risk management strategies can be devised. The focus of the course is not on derivative valuation or technicalities but on the use of derivative instruments. We look at risk management from the perspective of managers rather than traders. Part of the course is based on Excel case studies.
    Training objectives The course enables students to analyze risk and to devise appropriate risk mangement strategies.
    Softskills No
    Off field No
    BeNeFri No
    Mobility Yes
    UniPop No

    Documents

    Bibliography Will be given in the first session.
  • Dates and rooms
    Date Hour Type of lesson Place
    17.09.2020 13:15 - 16:00 Cours PER 21, Room E230
    24.09.2020 13:15 - 16:00 Cours PER 21, Room E230
    01.10.2020 13:15 - 16:00 Cours PER 21, Room E230
    08.10.2020 13:15 - 16:00 Cours PER 21, Room E230
    15.10.2020 13:15 - 16:00 Cours PER 21, Room E230
    22.10.2020 13:15 - 16:00 Cours PER 21, Room E230
    29.10.2020 13:15 - 16:00 Cours PER 21, Room E230
    05.11.2020 13:15 - 16:00 Cours PER 21, Room E230
    12.11.2020 13:15 - 16:00 Cours PER 21, Room E230
    19.11.2020 13:15 - 16:00 Cours PER 21, Room E230
    26.11.2020 13:15 - 16:00 Cours PER 21, Room E230
    03.12.2020 13:15 - 16:00 Cours PER 21, Room E230
    10.12.2020 13:15 - 16:00 Cours PER 21, Room E230
    17.12.2020 13:15 - 16:00 Cours PER 21, Room E230
  • Assessments methods

    Written exam - SA-2020, Session d'hiver 2021

    Date 20.01.2021 14:00 - 15:00
    Assessments methods By rating
    Descriptions of Exams

    Written exam 90 min.

    The grade will be based on two elements: 1. a short presentation “Snapshot: What you need to know about ...” (1/3) 2. the final exam of 90 minutes (2/3). The first element is voluntary and only considered if the grade is higher than the grade of the final exam. The topics of the “Snapshot” presentations will be given in class.

    AKTUALISIERUNG 16.11.2020 (Covid-19)
    neue Prüfungsdauer: 60 Minuten

    Written exam - SP-2021, Session de rattrapage 2021

    Date 23.08.2021 11:00 - 12:00
    Assessments methods By rating
    Descriptions of Exams

    Written exam 90 min.

    The grade will be based on two elements: 1. a short presentation “Snapshot: What you need to know about ...” (1/3) 2. the final exam of 90 minutes (2/3). The first element is voluntary and only considered if the grade is higher than the grade of the final exam. The topics of the “Snapshot” presentations will be given in class.

    AKTUALISIERUNG 16.11.2020 (Covid-19)
    neue Prüfungsdauer: 60 Minuten
  • Assignment
    Valid for the following curricula:
    Complementary learnings in SES or mobility students
    Version: ens_compl_ses
    Mster course offering for Mobility Students
    Doc - Business Informatics
    Version: 20210713
    Elective courses > Wahlkurse UNIFR
    Doc - Economics
    Version: 2002/SA_V01
    Cours a choix > Wahlkurse UNIFR
    Doc - Economie quantitative
    Version: 2002/SA_V01
    Cours a choix > Wahlkurse UNIFR
    Doc - Management
    Version: 2002/SA_V01
    Cours a choix > Wahlkurse UNIFR
    Doc - Management in Nonprofit-Organisation
    Version: 2002/SA_V01_60ECTS Théoriques
    Elective courses > Wahlkurse UNIFR
    Doc - Sciences sociales
    Version: 2002/SA_V01
    Cours a choix > Wahlkurse UNIFR
    Doc - Sciences économiques et sociales
    Version: 2002/SA_V01
    Cours a choix > Wahlkurse UNIFR
    European Studies 30 [MA]
    Version: SA14_MA_PS_bil_v01
    Enjeux économiques, politiques et sociaux en Europe > Modul "Economie" (Option A)
    Ma - Accounting and Finance - 120 ECTS
    Version: 2024/SP_V01_DD_Caen
    UniFr courses > Elective courses - Max 18 ECTS > SES Master level courses
    UniFr courses > Finance module: at least 2 of the core courses (see "Annexe 1" of the Convention) must be validated. > FIN: Finance > Coure courses
    Ma - Accounting and Finance - 90 ECTS
    Version: 2021/SA_V01 Dès SA-2024
    Course - 72 ECTS > Minimum 0 / maximum 1 optional master course offered at the University of Fribourg, if 72 ECTS not yet reached in the above modules > SES Master level courses
    Course - 72 ECTS > Finance module: at least 3 of the core courses (see department website: https://www.unifr.ch/bwl/en/studies/master/master-in-accounting-and-finance.html) must be validated. > FIN: Finance > Coure courses
    Ma - Business Communication : Business Informatics - 90 ECTS
    Version: 2020/SA_V02
    Courses - 60 ECTS > Option Group > Information Management > Cours > Modules management > FIN: Finance
    Ma - Business Informatics - 90 ECTS
    Version: 2020/SA-v01
    Classes - min. 45 ECTS > Modules management - max. 15 ECTS > FIN: Finance
    Ma - Communication and Media Research - 90 ECTS
    Version: 2015/SA_V01
    Courses - 60 ECTS > Inter- and Transdisciplinary Perspectives > SES Master level courses
    Ma - Communication and Society - 90 ECTS
    Version: 2021/SA_V03
    Forschungsbereiche > Inter- & Transdisciplinary Perspectives
    Ma - Economics - 90 ECTS
    Version: 2021/SA_V04
    Le choix de l'option se fait par l'inscription au premier cours dans l'une des options possibles. > Public Economics and Policy > Elective courses in Public Economics and Policy > Elective courses of the SES Faculty - max. 15 ECTS > SES Master level courses
    Le choix de l'option se fait par l'inscription au premier cours dans l'une des options possibles. > Sustainable Development and Social Responsibility > Elective courses in Sustainable Development and Social Responsibility > Elective courses of the SES Faculty - max. 15 ECTS > SES Master level courses
    Le choix de l'option se fait par l'inscription au premier cours dans l'une des options possibles. > Quantitative Economics > Elective courses in Quantitative Economics > Courses from the SES faculty - max. 15 ECTS > SES Master level courses
    Le choix de l'option se fait par l'inscription au premier cours dans l'une des options possibles. > Business Economics > Option : Business Economics
    Le choix de l'option se fait par l'inscription au premier cours dans l'une des options possibles. > Business Economics > Elective courses in Business Economics > Wahlkurse der SES-Fakultät - max. 15 ECTS > SES Master level courses
    Course selection for the Master WITHOUT options > Elective courses > Elective courses of the SES Faculty - max. 15 ECTS > SES Master level courses
    Ma - European Business - 90 ECTS
    Version: 2017/SA_v01
    Courses - 63 ECTS > Additional courses: Any Master courses of the Faculty of Economics and Social Sciences, as well as maximum 9 ECTS from all Master programmes of the University. > SES Master level courses
    Courses - 63 ECTS > Modules - Min one extra module with 12 ECTS > One complete module taken from the following list > FIN: Finance
    Ma - International and European Business - 90 ECTS
    Version: 2021/SA_v01 dès SA-2024
    Courses > Additional courses > SES Master level courses
    Courses > Modules > Elective courses of the management modules > Elective courses of the management modules > Elective courses for the Master in management
    Courses > Modules > One complete module taken from the following list > FIN Module validation element group > FIN: Finance > Coure courses
    Ma - Management - 90 ECTS
    Version: 2021/SA_v03 dès SA-2024
    Courses: min. 72 ECTS > Elective courses > SES Master level courses
    Courses: min. 72 ECTS > Modules - min 54 ECTS > Elective courses taken outside a validating module > Elective courses in the management modules > Elective courses for the Master in management
    Courses: min. 72 ECTS > Modules - min 54 ECTS > Minimum of 3 modules with a minimum of 18 ECTS and 2 core courses > Module FIN validation element group > FIN: Finance > Coure courses
    Ma - Management - 90 ECTS [MA]
    Version: 2017/SA_v01
    Courses: min. 63 ECTS > 3 modules with min 12 ECTS each > FIN: Finance
    Courses: min. 63 ECTS > Cours facultatifs : max. 18 ECTS > SES Master level courses
    Ma - Marketing - 90 ECTS
    Version: 2021/V03 dès SA-2024
    Courses - 72 ECTS > Elective Master courses from the whole university > SES Master level courses
    MiMa - Business Informatics - 30 ECTS
    Version: 2020/SA_V01
    Cours > Modules management > FIN: Finance
    MiMa - Gestion d'entreprise - 30 ECTS
    Version: 2021/SA_V01
    Elective courses - 30 ECTS > FIN: Finance