Corporate Risk Management: A Case Study on Risk Evaluation

Author:   Dietmar Ernst ,  Joachim Häcker
Publisher:   Springer International Publishing AG
ISBN:  

9783031531286


Pages:   209
Publication Date:   11 November 2025
Format:   Paperback
Availability:   Manufactured on demand   Availability explained
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Corporate Risk Management: A Case Study on Risk Evaluation


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Author:   Dietmar Ernst ,  Joachim Häcker
Publisher:   Springer International Publishing AG
Imprint:   Springer International Publishing AG
ISBN:  

9783031531286


ISBN 10:   3031531280
Pages:   209
Publication Date:   11 November 2025
Format:   Paperback
Publisher's Status:   Active
Availability:   Manufactured on demand   Availability explained
We will order this item for you from a manufactured on demand supplier.

Table of Contents

General structure of the case study.- Course 1: Risk Analysis.- Course unit 1: Graphical representation of risks.- Course unit 2: Variance and standard deviation.- Course unit 3: Models for calculating volatility.- Course 2: Quantitative instruments in risk management.- Course unit 1: Different types of Value at Risk and Lower Partial Moments and Extreme Value Theory.- Course unit 2: Determination of portfolio risks.- Course Unit 3: Hedging of hedgeable risks and modelling of non-hedgeable risks.

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Author Information

Dietmar Ernst is Professor of Corporate Finance at the International School of Finance at the University of Applied Sciences in Nürtingen (Germany). He is also the director of the European Institute of Quantitative Finance (EIQF). Dietmar Ernst worked for many years as an M&A consultant, private equity manager and company valuation specialist in various banks. Joachim Hacker is Professor of Corporate Finance at the University of Applied Sciences Munich (Germany) and Adjunct Professor at the University of Louisville (USA). He is also Director of the European Institute of Quantitative Finance (EIQF). Prior to his academic career, Joachim Hacker was a Vice President at Rothschild in the Mergers & Acquisitions department in London and Frankfurt. He is also Chairman of the Advisory Board of several companies.

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