Banking and Risk Management
Module WI000092
This module handbook serves to describe contents, learning outcome, methods and examination type as well as linking to current dates for courses and module examination in the respective sections.
Module version of WS 2011/2
There are historic module descriptions of this module. A module description is valid until replaced by a newer one.
Whether the module’s courses are offered during a specific semester is listed in the section Courses, Learning and Teaching Methods and Literature below.
available module versions | |||
---|---|---|---|
SS 2021 | WS 2020/1 | WS 2016/7 | WS 2011/2 |
Basic Information
WI000092 is a semester module in English language at Master’s level which is offered in winter semester.
This module description is valid to SS 2021.
Total workload | Contact hours | Credits (ECTS) |
---|---|---|
90 h | 30 h | 3 CP |
Content, Learning Outcome and Preconditions
Content
- banking regulation and bank runs
- financial instruments (e.g., futures and options)
- pricing of financial instruments
- risk measures (definitions, applications, calculation)
Learning Outcome
Preconditions
Courses, Learning and Teaching Methods and Literature
Learning and Teaching Methods
- Basic knowledge, theoretical concepts and practical examples will be provided through the lecture.
- Controversial discussions and active participation in class are encouraged to deepen understanding of the concepts presented.
- In integrated exercises, students will apply their theoretical knowledge to concrete issues and analyze selected case studies.
- Students will get insights into practice via several guest lectures
Media
Literature
- Hull, J.C., 2011, Options, Futures and Other Derivatives, Eighth Edition, Essex.
- Further recommended readings are given in the lecture.
Module Exam
Description of exams and course work
Students are allowed one two-sided DIN A4 page of notes (i.e., formula gallery).
Exam Repetition
There is a possibility to take the exam in the following semester.