330.218 Risk Management Risk Management
This course is in all assigned curricula part of the STEOP.
This course is in at least 1 assigned curriculum part of the STEOP.

2023S, SE, 3.0h, 5.0EC

Properties

  • Semester hours: 3.0
  • Credits: 5.0
  • Type: SE Seminar
  • Format: Presence

Learning outcomes

After successful completion of the course, students are able to:

  • conceptualize scientific research according to 1) problem statement, 2) expected result, 3) research methodology and 4) academic literature from scholarly journals
  • perform profound literature analyses
  • solve specific problems with scientific methods
  • present the results in written and oral format

Subject of course

The aim of this year’s Risk Management seminar is to investigate predictive analytics via the data.tree package from “R”

  • in finance: to determine option prices (replication approach from Cox/Ross/Rubinstein) by evaluating stochastic data trees that model the future uncertainty related to the option’s underlying (e.g. stocks in the case of stock options)
  • in budgeting: to optimize the expected multi-period profit in the Sales & Operations Planning (S&OP) context by evaluating stochastic data trees that model the future uncertainty related to the future demand developments

Teaching methods

Scientific approach to problem solving

Mode of examination

Immanent

Additional information

Please consider the plagiarism guidelines of TU Wien when writing your seminar paper: Directive concerning the handling of plagiarism (PDF)

Lecturers

Institute

Course dates

DayTimeDateLocationDescription
Tue08:00 - 10:0014.03.2023Theresianumgasse HS 2 Introduction
Tue08:00 - 10:0021.03.2023Theresianumgasse HS 2 Proposal Presentation
Tue08:00 - 10:0018.04.2023Theresianumgasse HS 2 Interim Presentation
Tue08:00 - 10:0020.06.2023Theresianumgasse HS 2 Final Presentation

Examination modalities

  • presentation and content of research proposal
  • content of seminar thesis
  • presentation of seminar thesis

Course registration

Begin End Deregistration end
07.02.2023 00:00 13.03.2023 12:00 13.03.2023 12:00

Precondition

The student must have at least 1 of the course(s) completed listed below:

Curricula

Study CodeSemesterPrecon.Info
066 482 Mechanical Engineering - Management STEOP
Course requires the completion of the introductory and orientation phase
066 926 Business Informatics

Literature

No lecture notes are available.

Previous knowledge

Basic knowledge of the following subject areas:

* Controlling

* IT-based Management

* Enterprise Risk Management (Fundamentals)

* Risk-based Performance Management

 

Preceding courses

Language

English