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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
  • BWL-EaF-Ma-2015Wahlpflichtbereich1.-3. FS, Wahlpflicht
  • ECMX-Ma-2019WahlpflichtbereichBereich Economics1.-3. FS, Wahlpflicht
  • EnergySc-Ma-2016Fortgeschrittene Energiewissenschaft1. FS, Wahlpflicht
Bestandteile
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
  • BWL-EaF-Ma-2015WahlpflichtbereichModul "Quantitative Climate Finance"1.-3. FS, Wahlpflicht
  • ECMX-Ma-2019WahlpflichtbereichBereich EconomicsModul "Quantitative Climate Finance"1.-3. FS, Wahlpflicht
  • EnergySc-Ma-2016Fortgeschrittene EnergiewissenschaftModul "Quantitative Climate Finance"1. FS, Wahlpflicht
Vorlesung: Quantitative Climate Finance (WIWI‑C0822)
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
  • BWL-EaF-Ma-2015WahlpflichtbereichModul "Quantitative Climate Finance"1.-3. FS, Wahlpflicht
  • ECMX-Ma-2019WahlpflichtbereichBereich EconomicsModul "Quantitative Climate Finance"1.-3. FS, Wahlpflicht
  • EnergySc-Ma-2016Fortgeschrittene EnergiewissenschaftModul "Quantitative Climate Finance"1. FS, Wahlpflicht
Übung: Quantitative Climate Finance (WIWI‑C0823)
Modul: Quantitative Climate Finance (WIWI‑M0673)