Master of Science in International Banking and Finance

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Course Structure

IBF602 Derivatives and Risk Management

Course Description:
The course aims to provide an introduction to derivatives and risk management. It will examine different types of domestic and global financial risks faced by financial institutions and cover the theory and practice of pricing and using of derivative securities in risk management. The course takes the approach of identifying the risks and their management issues, pricing of selected financial instruments, methods of determining “Value at Risk” (VAR), and other methods of risk management.

Pre-requisite: IBF505 Investment Theory and Applications or equivalent