ACCG806: Risk Management and Derivatives
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Lecturer in charge |
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Availability |
D1 - Day; Offered in the first half-year |
| Unit Outline |
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Websites |
Coursework unit website - Online learning @ MQ (Login required) |
Also refer to the MCom + MIB Student Guide
Description
This unit analyses current techniques for measuring and managing the financial risk faced by financial and non-financial corporations, with an emphasis on the practical use of derivative financial products such as forwards, futures, options and swaps.
The objective of this unit is to equip students with the analytical knowledge and practical skills that are essential to the successful use of derivative financial products for managing the financial risks faced by corporates. It addresses the needs of end-users of derivative products, such as risk managers.
Topics
- Introduction to risk management and derivatives
- Adding value by risk management
- Valuing derivatives
- Measuring risk exposure
- Risk management with forwards and futures
- Risk management with options
- Interest rate risk and interest rate derivatives
- Advanced derivatives strategies
- Credit risk and credit derivatives
- Organisational issues in risk management
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