Quantification and analysis of the market risks facing corporate and financial service firms.
|Paper title||Financial Risk Management|
|Teaching period||Not offered in 2023 (On campus)|
|Domestic Tuition Fees (NZD)||$1,163.90|
|International Tuition Fees||Tuition Fees for international students are elsewhere on this website.|
- Recommended Preparation
- FINC 308
- Teaching staff
To be advised when paper is next offered.
- 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
Students who successfully complete this paper should:
- Be able to calculate VaR using the three basic methods
- Understand the role of VaR, supplementary measures of risk and limitations
- Be familiar with the theory and application of financial risk management in corporate settings