Lecture Notes

SES # TOPICS
L1

Hour 1: Introduction: the role of risk management; how companies manage risk; why companies manage risk (PDF)

Hour 2: Case discussion

Hour 3: Measuring risk, part A: exposure (PDF)

L2

Hour 1: Measuring risk, part B: dynamic models (PDF)

Hour 2: Case discussion

Hour 3: Pricing risk (PDF)

L3

Hour 1: Valuation (PDF)

Hour 2: Case discussion

Hour 3: Trading operations (PDF)

L4

Hour 1: Financial policy, and liability management (PDF)

Hour 2: Case discussion

Hour 3: Strategic hedging (PDF)

L5

Hour 1: Case discussion

Hour 2: Governance and control

Hour 3: Feedback and student evaluations

Course Info

Instructor
As Taught In
Spring 2009
Level
Learning Resource Types
Problem Sets
Activity Assignments