Einzelansicht eines Moduls
Modul (6 Credits)
Quantitative Climate Finance
- Name im Diploma Supplement
- Quantitative Climate Finance
- Verantwortlich
- Voraussetzungen
- Siehe Prüfungsordnung.
- Workload
- 180 Stunden studentischer Workload gesamt, davon:
- Präsenzzeit: 60 Stunden
- Vorbereitung, Nachbereitung: 60 Stunden
- Prüfungsvorbereitung: 60 Stunden
- Dauer
- Das Modul erstreckt sich über 1 Semester.
- Qualifikationsziele
The students
- will investigate current issues in the field of economics of climate change with a focus on quantitative modeling
- understand stochastic valuation methods for financial contracts related to climate issues and learn how to apply them
- question the models critically, interpret model results and extend them
- Praxisrelevanz
The models presented and the quantitative techniques used are industry standard and are widely used in the financial and energy sector.
- Prüfungsmodalitäten
written exam (usually 90 minutes).
- Verwendung in Studiengängen
- Bestandteile
Vorlesung (3 Credits)
Quantitative Climate Finance
- Name im Diploma Supplement
- Lecture Quantitative Climate Finance
- Anbieter
- Lehrperson
- SWS
- 2
- Sprache
- englisch
- Turnus
- Sommersemester
- maximale Hörerschaft
- unbeschränkt
- empfohlenes Vorwissen
Good knowledge of statistics and econometrics
- Abstract
Discussion and analysis of financial instruments in the context of economics of climate change. Introduction to emission trading scheme and valuation methods for emission certificates and financial contracts based on emission certificates.
- Lehrinhalte
- Principles of environmental economics: discussion of various regulatory measures
- Design of emission trading schemes
- Carbon risks and their impact on financial markets
- Valuation of derivative contracts based on emission certificates
- Financing of environmental-economic investment projects
- Literaturangaben
Information regarding current literature will be given during the course.
- didaktisches Konzept
Presentation, discussion
- Hörerschaft
Übung (3 Credits)
Quantitative Climate Finance
- Name im Diploma Supplement
- Exercises Quantitative Climate Finance
- Anbieter
- Lehrperson
- SWS
- 2
- Sprache
- englisch
- Turnus
- Sommersemester
- maximale Hörerschaft
- unbeschränkt
- empfohlenes Vorwissen
Good knowledge in mathematical statistics and econometrics
- Abstract
Discussion and analysis of financial instruments in the context of economics of climate change. Introduction to emission trading scheme and valuation methods for emission certificates and financial contracts based on emission certificates.
- Lehrinhalte
Repetition, discussion and application of the lecture content based on selected scientific articles, practice-oriented examples and exercises that consolidate theoretical knowledge and skills as well as application-related skills.
- Literaturangaben
See lecture.
- Hörerschaft