Quantification and analysis of the market risks facing corporate and financial service firms.
|Paper title||Financial Risk Management|
|Teaching period||Not offered in 2020|
|Domestic Tuition Fees (NZD)||$1,101.55|
|International Tuition Fees (NZD)||$5,026.17|
- Recommended Preparation
- FINC 308
- Teaching staff
- To be advised
- Recommended: Jorion P., Value at Risk, 3rd Edition, McGraw-Hill, 2007.
- Course outline
- View the course outline for FINC 411
- Graduate Attributes Emphasised
- Communication, Critical thinking, Research, Self-motivation.
View more information about Otago's graduate attributes.
- Learning Outcomes
- To be able to calculate VaR using the three basic methods
- To understand the role of VaR, supplementary measures of risk and limitations
- To be familiar with the theory and application of financial risk management in corporate settings