Checking date: 25/03/2017


Course: 2017/2018

Advanced risk management
(15926)
Study: Master in Finance (261)
EPE


Coordinating teacher: PEÑA SANCHEZ DE RIVERA, JUAN IGNACIO

Department assigned to the subject: Department of Business Administration

Type: Electives
ECTS Credits: 3.0 ECTS

Course:
Semester:




Students are expected to have completed
Competences and skills that will be acquired and learning results.
Description of contents: programme
Learning activities and methodology
Assessment System
  • % end-of-term-examination 60
  • % of continuous assessment (assigments, laboratory, practicals...) 40
Basic Bibliography
  • Crouhy, M. , D. Galai and R. Mark . The Essentials of Risk Management. Wiley. 2014
  • Jorion, P. . Financial Risk Manager Handbook. Wiley. . (2011) . 6th Edition
  • McNeil, A.J., R. Frey and P. Embrechts. Quantitative Risk Management. Princeton University Press.. 2005

The course syllabus and the academic weekly planning may change due academic events or other reasons.