Course

Risk management and Derivatives (MSB210)

Fakta

Emnekode MSB210

Vekting (stp) 10

Semester undervisningsstart Spring

Undervisningsspråk English

Antall semestre 1

Vurderingssemester Spring

Timeplan Vis timeplan

Litteratur Søk etter pensumlitteratur i Leganto

Introduksjon

Risk Management is a key skill for finance executives. In finance practice a large number of possibilities for hedging corporate risks have been developed, such as financial futures, options, swaps, and other even more exotic instruments. This course develops the skills that allow executives to evaluate the risks a corporation is exposed to, and decide whether a corporation should hedge those risks.

Content

Introduction to instruments and trading

Using derivatives, forwards and options

Estimating exposure

Hedging currency risk

Pricing Forwards, Options

Commodity Derivatives C

Interest rate hedging

Why do corporations hedge?

Real options

Learning outcome

Knowledge

Upon completion of the course students will gain knowledge of:

  • Possible financial assets that can be used to change corporate risks.
  • Pricing of financial assets, such as forwards, futures, swaps and options.
  • Corporate exposure to risks.
  • The role of risk management tools for hedging market risk exposure.

Skills

Upon completion of the course, students will be able to

  • Price derivatives such as forwards, futures, and options.
  • Estimate corporate risk exposures
  • Hedge interest rate risks.
  • Hedge currency risks.

Forkunnskapskrav

Corporate Finance (MSB309)

Eksamen / vurdering

Written exam

Vekt 1/1

Varighet 3 Hours

Karakter Letter grades

Hjelpemiddel Valid calculator

Eksamenssystem WISEflow

Further details about course requirements are given in the syllabus available at the beginning of the teaching semester.

Vilkår for å gå opp til eksamen/vurdering

Handins of problem sets

Åpent for

Industrial Economics Master of Science in Accounting and Auditing Business Administration - Master of Science
Exchange programmes at UIS Business School

Emneevaluering

The faculty decides whether early dialogue will be held in all courses or in selected groups of courses. The aim is to collect student feedback for improvements during the semester. In addition, a digital course evaluation must be conducted at least every three years to gather students’ experiences.

Kontakt

Study Program Director:
Yuko Onozaka
Course coordinator:
Shuqi Wang
Course teacher:
Shuqi Wang

Tilbys av

UiS Business School

UiS School of Business and Law

The course description is retrieved from FS (Felles studentsystem). Version 2