University of Calgary

FNCE 467 - Financial Risk Management - Winter 2018

A framework for evaluating financial risks and managing them with the use of financial securities including derivatives. Includes firm valuation with risk management, value-at-risk, testing financial models, optimal hedging strategies, energy risk management, market risk, static versus dynamic strategies, interest rate risk, credit risk and liquidity risk. Case analysis of financial disasters due to risk management failures.
This course may not be repeated for credit.


  • H(3-1T)


  • Admission to the Haskayne School of Business and Finance 317.


  • LEC 1MW 14:00 - 15:15
    LEC 2M 18:30 - 21:15
    Nicolas Delisle
    TUT 1F 14:00 - 14:50
    TUT 2F 14:00 - 14:50
This course will be offered next in Winter 2019.
Powered by UNITIS. More features.