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Dies ist eine alte Version von LVWiWiRiskManagement erstellt von Hennig.Martin am 2017-06-18 23:30:01.
Risk Management
Contact
If you will have a question, please use this link to contactMr. Prof. Dr. Hellmuth Milde .
Course Material
The course material is available in the share folder of the faculty.
Textbooks
If you will have a question, please use this link to contactMr. Prof. Dr. Hellmuth Milde .
Course Material
The course material is available in the share folder of the faculty.
Textbooks
- papers and class notes on stud.ip and other recommendation during the class
More information regarding the courseCredits: 5 ECTS Degree programm: Bachelor-degree faculaty business and economics; recommend participation to the students from the 4th semester Duration of the course: one semester, 4 SWS Learning outcomes: Introduction into standard concepts of risk management. These concepts are based on stochastic methods. These methods are taking into account "event risk" exclusively. "Behavioral risk" is ignored completely. As a result, we observe permanently chaotic situations in financial markets. In order to overcome the deficits of standard concepts we introduce game theory. Game theory is able to explain some, not all, problems of behavioral finance. Grading: Final written exam (100%) |
Information
The lecture "Risk Management" hosted by Mr. Prof. Dr. Hellmuth Milde takes place conventionally from the fourth semester up to the sixth semester.
Topics
1. block
- time value of money
- bond pricing
- stock pricing
2. block
- mathematics of indicidual securities and portfolios
3. block
- mean-variance analysis
- capital asset pricing model
4. block
- game theory
- Nash equilibrium
- Behavioral finance
Dates
In the summer semester 2015 the lecture is taking place:
| lecture part | Day | Time | Room |
|---|---|---|---|
| Part 1 | 16, 17, 18.4 | will be announced | C105 |
| Part 2 | 07, 08, 09.5 | will be announced | C105 |
| Part 3 | 11, 12, 13.6 | will be announced | C105 |
| Part 4 | 09, 10, 11.7 | will be announced | C105 |
