Subject: Advanced Risk Management in Business (17.IMDR48 )
Study programmes of the course:
| Type of studies | Title |
|---|---|
| Doctoral Academic Studies | Industrial Engineering / Engineering Management (Year: 2, Semester: Winter) |
The goal of this course is to enable students to understand the latest theoretical and practical knowledge in the specialized field of financial risk management (that includes financial engineering) and to introduce the students to research work in this field.
The course outcome is student`s knowledge and training for independent and group research work in the field of financial risk management (that includes financial engineering).
Forward and futures contracts; Hedging financial risks; Option pricing by using binomial and Black-Scholes models; Dynamic hedging; Indicators of financial risk (Value-at-Risk, Cash flow-at-Risk, etc.); Swaps contracts and their use; Financial engineering (exotic derivatives and related financial products).
Lectures. Consultations. Subject project.
| Authors | Title | Year | Publisher | Language |
|---|---|---|---|---|
| 2014 | English | |||
| 2003 | English |
| Course activity | Pre-examination | Obligations | Number of points |
|---|---|---|---|
| Project | Yes | Yes | 50.00 |
| Oral part of the exam | No | Yes | 50.00 |
Prof. Gradojević Nikola
Full Professor
Lectures
Prof. Đaković Vladimir
Full Professor
Lectures
Prof. Gradojević Nikola
Full Professor
Study research work
Prof. Đaković Vladimir
Full Professor
Study research work
Faculty of Technical Sciences
© 2024. Faculty of Technical Sciences.
Contact:
Address: Trg Dositeja Obradovića 6, 21102 Novi Sad
© 2024. Faculty of Technical Sciences.