Universität Wien

040648 FK KFK FD: Financial Services (Applications) (2011W)

4.00 ECTS (2.00 SWS), SPL 4 - Wirtschaftswissenschaften
Continuous assessment of course work

Vorbesprechung [und gleichzeitig erste Einheit]: Freitag, 7. Oktober 2011, 13:00 Uhr, BWZ, HS 7, Bauteil III, 3. Stock.

Registration/Deregistration

Note: The time of your registration within the registration period has no effect on the allocation of places (no first come, first served).

Details

max. 50 participants
Language: English

Lecturers

Classes (iCal) - next class is marked with N

  • Friday 07.10. 13:00 - 14:30 Hörsaal 7
  • Friday 14.10. 13:00 - 14:30 Hörsaal 7
  • Friday 21.10. 13:00 - 14:30 Hörsaal 7
  • Friday 28.10. 13:00 - 14:30 Hörsaal 7
  • Friday 04.11. 13:00 - 14:30 Hörsaal 7
  • Friday 11.11. 13:00 - 14:30 Hörsaal 7
  • Friday 18.11. 13:00 - 14:30 Hörsaal 7
  • Friday 25.11. 13:00 - 14:30 Hörsaal 7
  • Friday 02.12. 13:00 - 14:30 Hörsaal 7
  • Friday 09.12. 10:30 - 13:00 Seminarraum 1
  • Friday 09.12. 13:00 - 14:30 Hörsaal 7
  • Friday 16.12. 13:00 - 14:30 Hörsaal 7
  • Friday 13.01. 13:00 - 14:30 Hörsaal 7
  • Friday 20.01. 13:00 - 14:30 Hörsaal 7
  • Friday 27.01. 13:00 - 14:30 Hörsaal 7

Information

Aims, contents and method of the course

Risk management and risk theory, Decision making under risk, valuation of lotteries, utility theory, insurance theory, portfolio optimization, optimal insurance coverage.

Assessment and permitted materials

One midterm and one final exam, each weighted with 40 per cent of the overall score. The remaining 20 per cent are awarded for solving the problem sets as well as for class participation during the course.

The sign out can be performed within the regular sign out period. Moreover, there will be an automatic sign out in case that a student has not participated on any of the relevant course duties.

For further information see http://homepage.univie.ac.at/tomas.sedliacik/

Minimum requirements and assessment criteria

At the end of the course students should be familiar with the basic principles of risk management and risk theory.

Examination topics

Lecture, Problem Sets, Discussion.

Reading list

Eeckhoud/Gollier: "Risk Evaluation, Management and Sharing", published by Harvester/Wheatsheaf, New York-London, 1995
Course materials (primarily slides)

Association in the course directory

Last modified: Mo 07.09.2020 15:29