Specific research topics within this cluster include
- Measurement and management of credit risk
- Credit derivatives and microfinance
- Risk measures, risk models and hedging strategies for companies
- empirical analysis of derivative markets
- Weather, energy and property derivatives, catastrophe bonds
- Valuation issues, in particular computational aspects
The chairs of Prof. Dorfleitner (cluster spokesperson), Prof. Hamerle, Prof. Röder and Prof. Sebastian, who have written numerous publications in international journals on the above-mentioned topics, are particularly involved in the cluster.
The following courses can be assigned to this cluster:
- Financial risk management
- Derivative financial instruments
- Financial Engineering
- Credit risk management