Dept. III: Finance


Here you can find all information regarding the lectures offered for Master students

Modules in the field of competence Value and Risk Management

The department III offers the modules Financial and Risk Management 1 and 2 and the seminar Financial Risk Management. The focus with regard to content of these courses is as follows:

Module Financial and Risk Management 1 (WS),
6 credit points, 4 semester periods per week

(a) Lecture and Exercise Symmetrical Derivatives


The students have deepened knowledge of symmetrical derivatives especially with regard to interest rate risk and risk of default concerning bearing underlying assets. They are able to valuate them and to use them in a selected manner within the framework of financial and risk management. Furthermore the students can handle selected methods of risk analysis; especially they can identify risk positions and have a knowledge in risk management.


Models for the assessment of financial futures; designs and valuations of swaps, interest rate options and forward rate agreements; use of selected derivatives in risk management; arbitrage, trading and hedging strategies via symmetrical derivatives; use of derivatives in the management of credit default risks, decision-theoretical approaches of risk analysis and management (especially value at risk models) as well as selected implementations in operational risk management.


Module Financial and Risk Management 2 (SS),
6 credit points, 4 semester periods per week

(a) Lecture and Exercise Asymmetrical Derivatives


The students master the option pricing theory and are able to valuate financial contracts as well as real options and further selected derivatives, and to explain and to question critically their application possibilities in the risk and investment management.


Valuation and management of asymmetric derivatives (options): central time-discrete and continuous-time valuation models of the option pricing theory; option strategies; special forms of options and their valuation, real options models and valuation, case studies on real options, risk models.


Module Seminar Financial and Risk Management (WS),
6 credit points, 2 semester periods per week

Seminar Financial and Risk Management


The students are able to structure independently complex tasks from the area of Financial and Risk Management and to develop proposals for solution for it.


Changing contents.

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