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FRME3-4:
Practical example: Risk Management in Practice
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Course code: 128069
Language of instruction: English
Lecturers: Prof. Dr. Dr. h.c. Dirk Linowski (Steinbeis University Berlin), Dipl.-Kfm. Jacob Kleinow (TU Bergakademie Freiberg The University of Resources)
Assessment: Defined in the module
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Short description
This course focuses on advanced practical application of acquired knowledge about risk management and statistical methods, such as Value at Risk, Scenario Analysis or valuation techniques
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Objectives
The course enables the student to apply statistical and quantitative risk management methods to specific cases, including handling of large amounts of data, computation of risk measures and their correct interpretation.
Target Attendees / Participants
Students of Steinbeis Master of Business Administration
Course Content by Units
VaR
Standard deviation
Beta factors
Covariance matrices
Teaching Methods
Guided application of learned concepts through state-of-art tools
Case study
Literature
Benninga (2007): Principles of Finance with Excel, MIT Press.
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