de Financial Derivatives and Risk Management

en Financial Derivatives and Risk Management

Angaben gemäß SPO
Zugehörigkeit zu Curriculum
Modulverantwortung
Hofmann, Bernd (Prof. Dr)
Prüfungsformen
ModA oder
schrP
Lehr- und Lernformen
SU | 4 SWS
Lehrangebote SoSe 2025
SU | 4 SWS
Prüfungsangebote SoSe 2025
Erstprüfer:in
Hofmann, Bernd (Prof. Dr)
Zweitprüfer:in
Häcker, Joachim (Prof. Dr. Dr.)
Prüfungsform
ModA
Details zur Prüfung
Hilfsmittel
Voraussetzungen und Verwendbarkeit
Voraussetzungen für die Teilnahme
Verwendbarkeit
Inhalte und Qualifikationsziele
verabschiedet am 14.04.2025
Learning Objectives / Competencies
After completing this module, students will understand the characteristics of key derivative financial instruments and be able to classify their use in the investment and risk management of institutional investors and credit institutions. They will independently address issues related to the valuation and application of derivatives using key financial mathematical models. In particular, students will have the opportunity to exchange ideas in smaller groups during practical exercises about the problems to be discussed. By completing this module, students will recognize the challenge of using derivative financial instruments appropriately to achieve investment or hedging objectives.

Content
1. Overview of derivative financial instruments and markets  
2. Motivations and functions of using derivative financial instruments  
3. Benefits of derivative instruments and risk management  
4. Managing market risks  
5. Managing interest rate risks  
6. Managing credit risks / Credit risk transfer

Teaching and Learning Methods
PowerPoint presentations, case studies, computer-based model calculations and analyses, presentations, and guest lectures.

Literature
• John C. Hull:: Optionen, Futures und other Derivates, 11th edition., Munich 2022
• Rudolph, Bernd / Hofmann, Bernd / Schaber, Albert / Schäfer, Klaus: Kreditrisikotransfer, Moderne Instrumente und Methoden, 2nd edition., Heidelberg 2012
• Rudolph, Bernd / Schäfer, Klaus: Derivative Finanzmarktinstrumente, 2nd edition, Berlin-Heidelberg-New York 2010
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