Futures and Options

The retake exam of winter term 2017/18 takes place on August, Friday 24th 2018, at 10-12am, in room 3219.

The exam (winter term 2017/18 and retake exam summer term 2017) takes place on February 14th, 2018, at 9-11am in room 2004 KGII.


Lecture

taught by Prof. Dr. Lütkebohmert-Holtz

  • Wednesdays, 02:00 - 04:00pm, room 1221, KG I

 

Attention: The start of the lecture is rescheduled on Wednesday, October 25th, 2017.

On Wednesday, October 18th, 2017, 2-4pm, room 1221, KG I the introductory event for the study M.Sc. VWL will take place instead.

The lecture covers discrete time and, at the end, also continuous time models for financial markets and the valuation of a variety of derivatives by no-arbitrage arguments and risk-neutral pricing.

The course accounts for 6 ECTS based on a 120min written exam.

 

Tutorial *New information: Dates!!! Status November, 29th 2017

taught by Victor Feunou

  • Tutorial: Fridays , 10:00 - 12:00, room 1221 KGI
    First meeting: 3rd November, 2017

  • Practical Tutorial: takes place in room 101 Rechenzentrum, on the following dates:
    Tuesday, 24.10.2017 at 12:00 - 02:00 pm;

    Tuesday, 07.11.2017
    at 12:00 - 02:00 pm;
    Wednesday, 22.11.2017 at 08:00 - 10:00 am;

    Tuesday, 05.12.2017
    at 12:00 - 2:00 pm;
    Tuesday, 12.12.2017
    at 12:00 - 2:00 pm;
    Tuesday, 19.12.2017
    at 12:00 - 2:00 pm;

    Tuesday, 16.01.2018
    at 12:00 - 2:00 pm;
    Tuesday, 23.01.2018
    at 12:00 - 2:00 pm;
    Tuesday, 30.01.2018
    at 12:00 - 2:00 pm.

Course materials (lecture slides, exercise sheets etc.) will be available on the learning management system ILIAS of the university. The link below directly leads to the ILIAS site of the lecture (logged in state): Futures and Options in ILIAS

The password necessary to register for the course on ILIAS will be given in the first lecture!

 

R preparation course

In a preparation course for R you can acquire the necessary basic knowledge in the programming language R. It will take place in the last week of the semester break. For more information please click here.

 

Exam

The exam (winter term 2017/18 and retake exam summer term 2017) takes place on February 14th, 2018, at 9-11am in room 2004 KGII.

For details on the registration and the registration period for the first exam, please also look at the websites of the examination offices of Economics and Mathematics for further information!

The lecture is open for M.Sc. Economics, M.Sc. Mathematics, M.Sc. VWL/BWL and diploma students in their advanced study period.

In M.Sc. Economics, the course can be credited in the profile "Finance".

In M.Sc. Mathematics, the course can be credited for the special profile "Finanzmathematik" or as an elective (within the module Mathematik).

In M.Sc. VWL, the course can be credited for

  • Quantitative Methods, VWL theory, or BWL (elective) (examination regulations from 2011)

  • Accounting, Finance, and Taxation (new examination regulations, valid from winter term 2014/2015)

In M.Sc. BWL (Public and Non-Profit Management) the course can be credited as an elective in Quantitative Methods (Quantitative Methoden).

For VWL Diplom, the course can be credited in "Finanzmärkte und -management" or "Finanz- und Rechnungswesen".

For more information please click here.

Personal tools