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Applied Risk Management

MA5730Elective Modules5 ECTSEnglishUnregelmäßigDepartment Mathematics
AI-edited module sheet. Based on the TUMonline module description, edited for readability.Original in TUMonline

What it is about

You analyze five historical risk management cases from different asset classes (Fixed Income, Equity, Commodities, Credit, Hedge funds). You will learn to apply the underlying historical events, the mathematical concepts, and their implementation in simple risk management tools in standard software.

What you will be able to do

  • Understand essential mathematical concepts of risk management for Fixed Income, Commodities, Equity, Credit, and Hedge Funds
  • Apply these concepts to historical case studies
  • Assess financial risks in these asset classes
  • Develop simple risk management tools and implement them in standard software

What the module consists of

  • LectureConveying the historical background, mathematical foundations, and theoretical concepts
  • Exercise/TutorialInteractive development and implementation of simple risk management tools in standard software

Teaching method

  • Multimedia presentationsfor structured conveyance of the content
  • Mathematical proofs on the boardfor derivation and in-depth coverage of the theoretical foundations
  • Interactive computer exercisesto develop tools and implement them practically
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