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Financial Risk Management - ECFS868
This unit goes beyond market risk analytics/management and addresses important systemic sources of risk which are more difficult to quantify and model. Topics include: risk and loss aversion, Black Scholes option pricing, risk management of options and the Greeks, value at risk, credit risk both single name and portfolio, agency risk and behavioural finance. The lecturers add relevance, particularly in case studies, by showing how the concepts studied manifest in events currently unfolding in the real world. The unit is intended to round out students' exposure to the big risk measurement and management issues.
| Credit Points: | 4 |
| When Offered: | AFC Jan NR - Applied Finance Centre, North Ryde Campus, November 2012 to June 2013 AFC Jul NR - Applied Finance Centre, North Ryde Campus, May to November AFC Jan CBD - Applied Finance Centre, City Campus, November 2012 to June 2013 AFC Jul CBD - Applied Finance Centre, City Campus, May to November |
| Staff Contact(s): | Associate Professor Bernd Luedecke |
| Prerequisites: |
(Admission to MAppFin or PGCertAppFin) and ECFS865 and ECFS867 |
| Corequisites: | |
| NCCW(s): | |
| Unit Designation(s): | |
| Assessed As: | Graded |
| Offered By: | Department of Applied Finance and Actuarial Studies Faculty of Business and Economics |
Timetable Information
For unit timetable information and session dates for external offerings please visit the Timetables@Macquarie Website