Università degli Studi di Napoli "Parthenope"

Teaching schedule

Academic year: 
2020/2021
Belonging course: 
Course of Master's Degree Programme on MARKETING AND INTERNATIONAL MANAGEMENT
Disciplinary sector: 
FINANCIAL MARKETS AND INSTITUTIONS (SECS-P/11)
Language: 
English
Credits: 
6
Year of study: 
1
Teachers: 
MEGARAVALLI ASHOK AMITH VIKRAM
Cycle: 
Second semester
Hours of front activity: 
48

Language

English

Course description

The aim of the course is to introduce basic concepts of risk management practices in financial service Industry using derivative Instruments. At the end of the course students will be able to describe and analyse the investment environment, different types of investment vehicles. Specifically students will be able to understand various types of risks and select the appropriate hedging tools to manage the risk.

Prerequisites

Students are expected to have basic understanding of products and services of financial service industry and have attended the course of corporate finance or financial markets and have knowledge of financial markets and financial instruments.

Syllabus

Chapter 1: Introduction to Investment avenues & Risk Management
a. Investment avenues available to firms
b. Types of risk
b. Assessment of credit risk
c. Risk management practices: Camel Model
d. CAPM Model

Chapter 2: Introduction to Risk Management in banking industry
a. Various risk in Banking and Financial service industry
b. Assessment of credit risk
c. Risk management practices: Camel Mode
Case David & Danielle (2008): The 2007-2008 Financial Crisis: Causes, Impacts and the need for new regulations, HBS Publishing (HBS/908N14).

Chapter 3: Hedging Tools
a. Introduction to derivatives markets and securities
b. Forward and Futures
c. Option Contracts
d. Interest rate swaps
e. Using option as investment

Teaching Methods

The course follows the pedagogy which includes lecture, exercises, case discussion and project presentation.

Textbooks

• Hull J (ninth edition) "Options, Futures, and other derivatives
• Slides and other additional materials given by the Instructor

Learning assessment

Assessment Include two components oral examination followed by case study or article presentation (both of these components have the equal weightage of 50% each) . The evaluation criteria refer to the understanding of the topics included in the study program, the ability to summarize and communicate as well as to use an appropriate technical language.

More information

A thorough reading of the assigned material is helpful to you to understand the session and participate. So, it is mandatory that you have read the assigned cases, chapters and prepare for the class.
An active Class Participation helps in the learning process. Considering this, I would appreciate if you participate actively and contribute in the case discussion.