Futures and Options

Lecture

taught by Dr. E. A. v. Hammerstein

  • Mondays, 14:00 - 16:00, HS 1098, KG I

 

The lecture starts on Monday, April 18, 2016.

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

taught by Dr. E. A. v. Hammerstein

  • Tuesdays, 16:00 - 18:00, HS 1, old university (Alte Universität)
  • The tutorial begins in the 2nd week on Tuesday, April 26,2016.

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: Futures and Options in ILIAS

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

 

Exam

The grades of the final exam which took place on August 9, 2016, have been entered into the campus management system of the university and should now be visible there for all participants.

The post exam review will take place on Wednesday, September28, 2016, from 10.00-11.30 in the office of Dr. v. Hammerstein (old university, room 01010, on the 1st floor in the east wing).

The retake exam takes place on January 25th, 2017 from 08-10am in HS 3044 KG III.

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.
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