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FNCE667

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Financial Risk Management

Haskayne School of Business HA - Haskayne School of Business

Subject

FNCE - Finance

Description

A framework for evaluating financial risks and managing them with the use of financial securities including derivatives. Includes firm valuation with risk management, value-at-risk, testing financial models, optimal hedging strategies, energy risk management, market risk, static versus dynamic strategies, interest rate risk, credit risk and liquidity risk. Case analysis of financial disasters due to risk management failures.

Prerequisite(s): Finance 601.

Also known as: (formerly Finance 767)

Course Attributes

Fee Rate Group(Domestic) - F, Fee Rate Group(International) -E, GFC Hours (3-0)

Courses may consist of a Lecture, Lab, Tutorial, and/or Seminar. Students will be required to register in each component that is required for the course as indicated in the schedule of classes. Practicums, internships or other experiential learning modalities are typically indicated as a Lab component.

Component

LEC

Units

3

Repeat for Credit

No

Subject code

FNCE
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