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Disciplina asociada:Finanzas |
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Escuela:
Negocios
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Departamento Académico:
Finanzas y Economía para los Negocios - EGADE
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Programas académicos: |
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Requisitos:(Haber Cursado FZ4016) |
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Equivalencia:FZ5001 |
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Intención del curso en el contexto general del plan de estudios: |
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La intención de este curso de nivel Intermedio en Finanzas es que los alumnos sean capaces de conocer el proceso de administración integral de riesgos. Este curso requiere conocimientos previos de estadística, macroeconomía y mercados financieros, así como el conocimiento y valuación de instrumentos financieros. Como resultado del aprendizaje los alumnos identificarán y medirán diferentes riesgos a los que están expuestos las empresas e instituciones financieras; así mismo diseñarán estrategias de cobertura utilizando instrumentos financieros derivados.
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Objetivo general de la Unidad de Formación: |
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Al finalizar el curso el alumno será capaz de:
-Identificar, medir y evaluar los principales riesgos que impactan los resultados operativos y financieros de empresas e instituciones financieras; así como diseñar estrategias para llevar a cabo una adecuada administración del riesgo utilizando para ello principalmente derivados financieros.
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Técnica didáctica sugerida: |
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| No especificado | |||||
Bibliografía sugerida: |
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LIBROS DE TEXTO: * Hull, John C., Options, Futures & Other Derivatives, 8, Prentice Hall, 9780132164948 * Jorion, P., Financial Risk Management Handbook, 6, Wiley, 9780470904015 * Smithson, Charles W., Managing financial risk : a guide to derivative products, financial engineering, and value maximization / Charles W. Smithson., 3th ed., New York : McGraw-Hill, 1998., eng, 0786404405 |
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Perfil del Profesor: |
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(520801)Doctorado en Finanzas ; (520201)Doctorado en Administración/Dirección de Negocios ; (450601)Doctorado en Economía CIP: 520801, 520201, 450601 Experiencia recomendada: Gestión de mesa cambiaria o de derivados en casas de bolsa o tesorería bancaria o UAIR bancaria; o CFO, tesorería corporativa; o consultor en gestión de riesgos financieros.
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Discipline:Finance |
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School:
Business
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Academic Department:
Finance and Economics for Business - EGADE
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Programs: |
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Prerequisites:( FZ4016) |
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Equivalences:FZ5001 |
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Course intention within the general study plan context: |
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The aim of this intermediate finance course is for students to know the integral risk management process. Prior knowledge is required of statistics, macroeconomics and financial markets, and financial instrument valuation. Learning outcome: Students will be able to identify and measure the different risks to which companies and financial institutions are exposed, and design hedging strategies using derivative financial instruments. |
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Course objective: |
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| At the end of the course the student will be able to know the process of Financial Risk Management. In particular, will identify, measure and evaluate the main risks that impact the operating and financial results of companies and financial institutions; as well as design strategies to conduct an adequate risk management using financial derivatives mainly. | |||||
Teaching and learning tecniques: |
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| Not Specified | |||||
Suggested Bibliography: |
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TEXT BOOKS: * Hull, John C., Options, Futures & Other Derivatives, 8, Prentice Hall, 9780132164948 * Jorion, P., Financial Risk Management Handbook, 6, Wiley, 9780470904015 * Smithson, Charles W., Managing financial risk : a guide to derivative products, financial engineering, and value maximization / Charles W. Smithson., 3th ed., New York : McGraw-Hill, 1998., eng, 0786404405 |
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Academic credentials required to teach the course: |
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(520801)Doctoral Degree in Finances and (520201)Doctoral Degree in Business Administration/Management and (450601)Doctoral Degree in Economy CIP: 520801, 520201, 450601 Recommended Experience: Currency exchange or derivatives desk management in brokerage houses or bank treasury or bank comprehensive financial risk management unit; or CFO, corporate treasury or financial risk management consultant. |
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