Checking date: 21/01/2019

Course: 2018/2019

Risk Management
Study: Master in Finance (261)

Coordinating teacher: MAYORAL BLAYA, SILVIA

Department assigned to the subject: Department of Business Administration

Type: Compulsory
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
Assessment System
  • % end-of-term-examination 50
  • % of continuous assessment (assigments, laboratory, practicals...) 50
Basic Bibliography
  • John C. Hull. Options, futures, and other derivatives. Prentice Hall . 2012
  • Philippe Jorion. Financial Risk Manager Handbook. Wiley Finance. 2009
Additional Bibliography
  • Kevin Dowd. Measuring Market Risk.. West Sussex, UK: John Wiley & Sons.. 2005
  • Linda Allen, Jacob Boudoukh and Anthony Saunders. Understanding Market, Credit and Operational Risk: The Value at Risk Approach.. New York, NY: Wiley-Blackwell. 2004
  • Philippe Jorion. Value at Risk. The New Benchmark for Managing Financial Risk. McGraw-Hill. 2007

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