master in financial risk management online
Financial Risk cannot be understood without a full knowledge of the instruments and markets that either generate risks or that may be employed to manage it. This master presents an introduction to the main financial instruments and the markets where they are traded. Online the knowledge can be followed online as these studies can be realized from home. First we analyse fixed-income instrument and, particularly, the different kinds of bonds (e.g. zero and non-zero coupon bonds) and the techniques employed to value them (e.g. duration, modified duration and convexity). The next step consists of describing equity, i.e. financial instruments where returns are unknown. After explaining the similarities and differences with fixed income instruments we analyse the different tools employed for valuation (fundamental, technical, quantitative and behavioural analyses). Finally we focus on instruments whose value is contingent on some other asset or instruments, i.e. derivatives. After analysing the particular characteristics of the most important derivative instruments (Futures and Options) we focus on determining its value employing analytical (e.g. Black Scholes) and approximate methods (Binomial and Monte Carlo). Sophisticated derivative instruments such as exotic options are also analysed. We also focus on the specific characteristics where each of these instruments are traded, analysing aspects such as microstructure, price formation and efficiency and their effects on Risk Management. According to the Basel Committee on Banking Supervision, Credit Risk refers to the risk that a borrower will default on any type of debt by failing to make required payments. In this master online we provide a deep analysis, from a quantitative point of view, of Credit Risk and the financial instruments that have been developed to manage it. After defining credit and counterparty risk we present the quantitative techniques and models to analyse default probabilities, expected loss as well as many other related concepts, which are essential to measure credit risk exposure. All these data is just a small part of all the knowledge you can obtain if you specialize in a master in financial risk management.
Specialize in the most employability FINANCIAL AREAS and access to the main INTERNATIONAL CERTIFICATIONS.
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Alcalá de Henares - Madrid