- Students understand fundamentals of risk management.
- Students know how changes in interest rate affect fixed-income securities.
- Students are able to construct option strategies in order to counter expected risk.
- Students can apply exchange rates and estimate how currency exchange rate changes can affect national economies.
- Students are familiar with variety of credit risk evaluation methods.
- Students understand institutional challenges with credit risk.
- Introduction and Modern Portfolio Theory
- Interest Rate Risk
- Foreign Exchange Risk
- Credit Risk
- Systemic Risk
- 2022/2023 4th module0.2 * Test 2 + 0.2 * Test 3 + 0.2 * Test 4 + 0.2 * Test 5 + 0.2 * Test 1