Május - 2019
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Tantárgy adatlap

Financial Market Risk Management

Tantárgy adatlap letöltése: Letöltés

A tantárgy kódja: FINMA_VTBEF
A tantárgy megnevezése (magyarul): Financial Market Risk Management
A tantárgy neve (angolul): Financial Market Risk Management
A tanóra száma (Előadás + szeminárium + gyakorlat + egyéb): 1+1
Kreditérték: 6
A tantárgy meghirdetésének gyakorisága: Spring semester
Az oktatás nyelve: English
Előtanulmányi kötelezettségek: Basic mathematics, statistics, finance and accounting User-knowledge of spreadsheets
A tantárgy típusa: Elective
Tantárgyfelelős tanszék: Befektetések és Vállalati Pénzügy Tanszék
A tantárgyfelelős neve: Naffa Helena

A tantárgy szakmai tartalma: 
The rapid development of financial instruments, the ever increasing speed of globalisation, the technological revolution and especially the recent ongoing financial crisis have dramatically increased the perceived risk associated with financial markets. Pressing credit conditions and market turbulences of the recent past underlined the need for adequate risk management strategy in the corporate environment with special care to the banking sector. For this reason, the reshaping of the prevalent regulatory framework appears to be inevitable. As a consequence, there is high demand for qualitative and quantitative risk management skills in both financial and non-financial enterprises as well as for regulatory authorities. Financial market risk management requires an interdisciplinary approach.

Évközi tanulmányi követelmények: 
3 Case studies (graded)
1 presentation (graded)
Classwork (non-graded)

Vizsgakövetelmény: 
For this course, the final exam has an entry exam part. This will be a Moodle-based 30 minutes, 15 multiple choice question covering basic material covered in class. 51% pass grade (8 out of 15 questions) is required to entitle the students to sit for the oral exam. The final exam grade (60 marks) is entirely based on the oral exam part, which constitutes problem-solving via spreadsheet modelling, and a pursuant oral defense.

Az értékelés módszere: 
Case studies: 35%
Presentation: 5%
Final exam: 60%
Total: 100%

Tananyag leírása: 
The main objective is to gain insight into the complex world of financial market risk management. The course is built on 3 major inter-connected blocks. The objective of each is described below:

Investments Block
Students will become familiar with the markets and instruments, trends and major players, pricing formulas and trading strategies;

Risk Management Block
In this block students will acquire the foundations of risk management and the relevant regulatory environment, understand basic concepts and techniques, and apply their acquired skills for tackling current practical problems;

Accounting Block
Students will learn the relevant accounting standards and directives concerning all types of financial instruments with special emphasis on the hedge activity of multinational enterprises spanning multiple sectors.

Órarendi beosztás: 
Two 90 minute classes per week:
1 lecture and 1 seminar (1+1)

Thursdays, 17:20 – 18:50 and 19:00 – 20:30

Kompetencia leírása: 
The course introduces students to the conceptual background of financial risk management decisions. Students should be able to demonstrate aptitude in three key areas:

firstly, the valuation and practical use of different financial instruments, such as forwards, futures, options and swaps;

secondly, the understanding of the importance of risk management, incorporating different types of risk models into strategic decision making;

thirdly, on the analysis of the role of accounting and regulation in risk management.

By the end of semester, students will be able to:
use financial terminology with confidence;
measure financial risk using excel;
perform quantitative and qualitative analysis of complex financial problems.

Félévközi ellenőrzések: 
3 Case studies (graded)
1 presentation (graded)

A hallgató egyéni munkával megoldandó feladatai: 

Szak neve: 

Irodalomjegyzék:
Kötelező irodalom:

  • Background material (papers, articles, case studies and handouts) available on the website of the course.

Ajánlott irodalom:

  • John Hull [2005]: Options, futures and other financial derivatives. Prentice Hall.
  • Zvi Bodie, Alex Kane, Alan J. Marcus [2002]: Investments, 5th ed, McGaw-Hill/Irwin, Boston
Ajánlott irodalmak:
John Hull [2005]: Options, futures and other financial derivatives ; Prentice Hall
Megtalálható a Központi Könyvtárban
Zvi Bodie, Alex Kane, Alan J. Marcus [2002]: Investments ; 5th ed, McGaw-Hill/Irwin, Boston
Megtalálható a Központi Könyvtárban
Kötelező irodalmak:
Background material (papers, articles, case studies and handouts) available on the website of the course.

 
A tantárgy oktatói:

Naffa Helena

Utolsó módosítás: 2017-01-30 10:58:10

Kurzusok

Kurzus kódTipusFélévOktatói
CEMS_GGyakorlat2018/19/2Naffa Helena
CEMS_EElmélet2018/19/2Naffa Helena


A "Tantárgyfelelős tanszék", a tantárgyfelelős neve a tantárgy oktatói és a kurzusinformációk automatikusan frissülnek a tanulmányi rendszerünk alapján.

 

 

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