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FRME3
Risk Management in Practice
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Course code: 128058
Language of instruction: English
Duration of the course: 33 days (297h)
Lecturers: Prof. Dr. Dr. h.c. Dirk Linowski (Steinbeis University Berlin), Ph.D. Reto Schneider (SWICA Gesundheitsorganisation)
Assessment: C Transfer Paper*
Credit points: 5 CPs
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Short description
By the end of the courses, students will have understood to compute, to apply and to interpret different risk measures and to compute efficient portfolios. Thereby, they apply theoretical knowledge gained in other courses. The computations will be performed by MS-Excel.
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Objectives
This module enables students to perform different computations with large amounts of data using the standard software MS-Excel.
It enables students to understand the process of modelization and model testing in finance, to choose appropriate models for the questions under consideration and to develop the ability to interpret the computed results.
Target Attendees / Participants
Students of Steinbeis Master of Business Administration
Course Content by Units
Portfolio efficiency
Computations with MS-Excel
Models and Modelization in Finance
Teaching Methods
Standard courses and seminars with MS-Excel
Literature
Brealey/Myers (2007): Principles of Corporate Finance, Mc Graw Hill.
Damodaran, A. (2012): Investment Valuation, 3rd Edition, Wiley.
Benninga (2007): Principles of Finance with Excel, MIT Press.
Taleb (2008): The Black Swan: The Impact of the Highly Improbable, Random House.
Malkiel (2016): A Random Walk Down Wall Street, W.W. Norton.
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