This course will make students familiar with risk measurement and management techniques, their advantages and deficiencies. We will cover different sources of risks and how to measure and manage those risks, with a particular focus on financial risks and value at risk.
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Admission requirements
You must have completed a bachelor's degree in Business Administration. Recommended prerequisites: Applied Statistical Methods, Corporate Finance and Financial Markets.
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How to apply
International exchange students select courses when applying for exchange.
Application deadline: 15 April.
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Content
The course covers the following topics:
- the need for risk management
- risk in selected markets: currency, commodity, financial securities
- methods to measure and quantify risk
- VaR, stress testing, simulation and other methods
- risk management: neutralisation, diversification, insurance
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Teaching methods
- plenary lectures
- group work
- group discussion
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Course description
For more information about this course, take a look at the course description (student.oslomet.no).
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Costs
There is no semester fee for exchange students.
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Exam and assessment
Written assignments by set deadlines during the semester. All the assignments must be approved before a student can take the final exam.
An individual four-hour written exam at the end of the semester.
