Module Detailed Information for [QF5203]
Academic Year : 2016/2017 Semester : 4
Correct as at 02 Jun 2017 08:13

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Module Information
Module Code :
QF5203 IVLE
Module Title : Risk Management
Module Description : This graduate module on quantitative finance provides a study of the nature, measurement, analysis of, and management of different types of financial risks, including market risk, credit risk, operational risk, liquidity and model risks. It develops the mathematical fundamentals and models for risk management, including a general framework of risk and credit measures, dynamic analysis of financial derivative parameters (Greeks) and their changes in real-time for trading risk management. Examples from current and/or past developments in financial markets will be chosen to provide illustrations so that students may understand the various types of risk and learn the methods to handle the management of risks.
Module Examinable : -
Exam Date : 29-07-2017 AM
Modular Credits : 4
Pre-requisite : Departmental approval
Preclusion : NIL
Module Workload (A-B-C-D-E)* : 3-0-0-3-4
Remarks : Nil
* A: no. of lecture hours per week
B: no. of tutorial hours per week
C: no. of laboratory hours per week
D: no. of hours for projects, assignments, fieldwork etc per week
E: no. of hours for preparatory work by a student per week


Lecture Time Table
Class TypeWeek TypeWeek DayStartEndRoom
SL1 LECTUREEVERY WEEKMONDAY19002200LT34,
SL1 LECTUREEVERY WEEKWEDNESDAY19002200LT34,
SL1 LECTUREEVERY WEEKSATURDAY10001300LT34,

Tutorial Time Table
Attention: The tutorial timetables could be updated from time to time. Students are advised to check regularly for the latest update on the change of tutorial timing.
No Tutorial Class or to be announced. Please check with the department offering this module.





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