Business Risk Management
QBUS6820
This unit provides the basic knowledge and tools needed to understand and manage risk. It includes business cases to illustrate the nature of risk and risk management strategies. The main focus of the unit is on quantitative approaches to analysing risk through understanding the probability distributions involved. Topics covered include: Value at Risk calculations; Prospect theory for decisions under risk; Extreme value theory; Monte-Carlo simulation; Stochastic optimization; Credit scoring; Real options and Hedging strategies.
Unit of study details
Unit of study level: Postgraduate
Credit points: 6
Commencing semesters: 2
Further unit of study information
Unit of study handbook: QBUS6820
Costs and scholarships information: Costs and Scholarships
Final dates to withdraw from units of study: Census Dates
Available for study abroad and exchange: Yes