Advanced risk management
Study: Master in Finance (261)
Coordinating teacher: PEÑA SANCHEZ DE RIVERA, JUAN IGNACIO
Department assigned to the subject: Department of Business Administration
ECTS Credits: 3.0 ECTS
Students are expected to have completed
Competences and skills that will be acquired and learning results.
Description of contents: programme
Learning activities and methodology
- % end-of-term-examination 60
- % of continuous assessment (assigments, laboratory, practicals...) 40
- 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.