Sluiten Help Print Cursus: 201600013 201600013 Investments & Risk Management Cursus informatie Cursus 201600013 Studiepunten (ECTS) 5 Cursustype Cursus Voertaal Engels Contactpersoon dr. X. Huang E-mail x.huang@utwente.nl Docenten Examinator dr. X. Huang Contactpersoon van de cursus dr. X. Huang Docent V.B. Marisetty Collegejaar 2022 Aanvangsblok 1A Aanmeldingsprocedure Zelf aanmelden via OSIRIS Student Inschrijven via OSIRIS Ja Cursusdoelen This course is taught in English. Upon completion of this course, students are able to: describe the concept of financial risk management and explain the hedging motives of firms; apply the fundamental models in valuing financial assets; demonstrate a good knowledge of financial derivatives (e.g. futures, forwards, swaps and options); identify various financial risks (e.g. interest rate risk, foreign exchange risk) faced by international companies and analyse how these risks can be managed; analyse empirical research on investments and financial risk management. Inhoud   This course introduces various financial risks faced by national and international firms and the strategies used to manage these risks. The course starts with the concept of risk management, and continues with the principle of valuing financial assets (e.g. stocks) and the application of this principle to financial derivatives (e.g. forwards, futures, options and swaps). Afterwards, the usage of financial derivatives is explained in hedging interest rate risk and foreign exchange risk. Students will also learn about the academic research and practice in investments and financial risk management.   Learning of course materials will be supported by a combination of lectures, tutorials and assignments. The final mark consists of group assignment 20%) and a written individual examination (80%). A minimum mark of 5.5 is required for the written exam. The final mark on the course is awarded when the student has completed all course elements. KEY WORDS CAPM, Factor models, derivatives, hedging   Assessment The final mark consists of group assignment 20%) and a written individual examination (80%). A minimum mark of 5.5 is required for the written exam. The final mark on the course is awarded when the student has completed all course elements.   Voorkennis Basic knowledge on finance. More specifically, students should know the concept of time value of money, how to compute PV and FV, have fundamental knowledge of stock and bonds. Some mathematical skills are also required. Students should know how to solve a one-variable equation and a system of two equations with two variables. Bronnen van zelfstudie Book suggestion: - Hillier, D., Clacher, I., Ross, S., Westerfield, R. and Jordan, B., Fundamentals of Corporate Finance, 3rd European Edition, 2017, McGraw-Hill. Participating study Master Business Administration Verplicht materiaal Book Brealey, R., Myers, S. and Allen, F. (2020). Principles of Corporate Finance, 13th International edition, McGraw-Hill. ISBN: 978-1-260-56555-3 Articles A selection of academic papers will be announced on Canvas Aanbevolen materiaal - Werkvormen Hoorcollege Aanwezigheidsplicht Ja Responsiecollege Aanwezigheidsplicht Ja Werkcollege Aanwezigheidsplicht Ja Zelfstudie geen begeleiding Aanwezigheidsplicht Ja Toetsen Test Sluiten Help Print